-10.6%
PATH vs EMR
+27.5%
-38.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.6% | +0.9% | -3.2% |
| 7D | -5.6% | -4.8% | -0.8% | -5.1% |
| 30D | -0.7% | +0.7% | -1.4% | -0.7% |
| 3M | -5.9% | +0.4% | -6.3% | -5.6% |
| 6M | +21.6% | +18.4% | +3.2% | +18.2% |
| YTD | -20.6% | +23.9% | -44.5% | -25.0% |
| 1Y | -10.6% | +24.7% | -35.3% | -16.8% |
| All | -10.6% | +27.5% | -38.1% | -16.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling