-79.7%
PATH vs EQX
+44.7%
-124.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -1.3% | -6.4% | -7.6% |
| 7D | -22.8% | +3.8% | -26.5% | -23.1% |
| 30D | -6.9% | +9.4% | -16.3% | -8.3% |
| 3M | +25.4% | +16.8% | +8.6% | +21.9% |
| 6M | +18.1% | -23.7% | +41.8% | +21.4% |
| YTD | -14.5% | -9.6% | -4.9% | -15.4% |
| 1Y | +18.7% | +29.1% | -10.4% | +9.6% |
| 3Y | -24.2% | +175.3% | -199.5% | -42.2% |
| 5Y | -75.2% | +77.3% | -152.5% | -80.7% |
| All | -79.7% | +44.7% | -124.4% | -83.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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