-81.1%
PATH vs EMR
+100.2%
-181.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -1.0% |
| 7D | -5.6% | -4.8% | -0.8% | -2.9% |
| 30D | -0.7% | +0.7% | -1.4% | -1.3% |
| 3M | -5.9% | +0.4% | -6.3% | -6.8% |
| 6M | +21.6% | +18.4% | +3.2% | +6.4% |
| YTD | -20.6% | +23.9% | -44.5% | -34.2% |
| 1Y | -10.6% | +24.7% | -35.3% | -26.2% |
| 3Y | -24.9% | +86.4% | -111.3% | -55.7% |
| 5Y | -76.8% | +83.3% | -160.1% | -86.5% |
| All | -81.1% | +100.2% | -181.3% | -88.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded EMR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling