-80.4%
PATH vs EMR
+109.8%
-190.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.4% | +0.5% | +1.5% |
| 7D | -4.8% | +1.6% | -6.4% | -5.8% |
| 30D | +2.7% | +5.0% | -2.3% | -0.4% |
| 3M | -4.2% | +7.7% | -11.9% | -9.1% |
| 6M | +24.7% | +26.8% | -2.0% | +4.6% |
| YTD | -17.6% | +29.9% | -47.4% | -33.6% |
| 1Y | -5.3% | +25.7% | -31.0% | -21.9% |
| 3Y | -22.0% | +95.4% | -117.4% | -55.2% |
| 5Y | -76.5% | +93.7% | -170.2% | -86.7% |
| All | -80.4% | +109.8% | -190.2% | -88.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling