-77.0%
PATH vs EMR
+80.8%
-157.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -5.3% | -1.6% | -3.7% | -4.4% |
| 30D | -0.5% | +2.0% | -2.5% | -1.9% |
| 3M | -7.1% | +3.8% | -11.0% | -10.0% |
| 6M | +23.8% | +10.5% | +13.3% | +13.5% |
| YTD | -20.7% | +23.7% | -44.4% | -34.8% |
| 1Y | -8.1% | +25.4% | -33.5% | -25.3% |
| 3Y | -21.8% | +86.6% | -108.4% | -56.0% |
| All | -77.0% | +80.8% | -157.8% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling