-75.7%
PATH vs EMR
+60.6%
-136.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.7% | -18.4% | -17.7% |
| 7D | -16.3% | -1.5% | -14.8% | -15.7% |
| 30D | +9.9% | -5.6% | +15.5% | +13.5% |
| 3M | +30.2% | +7.9% | +22.2% | +22.1% |
| 6M | +37.2% | +6.0% | +31.2% | +27.5% |
| YTD | -7.3% | +16.4% | -23.8% | -20.4% |
| 1Y | +40.0% | +16.6% | +23.4% | +19.9% |
| 3Y | -4.4% | +62.9% | -67.3% | -38.9% |
| All | -75.7% | +60.6% | -136.3% | -85.5% |
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