-81.0%
PATH vs EQX
+18.4%
-99.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.0% | +0.3% |
| 7D | +0.7% | -8.3% | +9.0% | +1.9% |
| 30D | -1.1% | -4.7% | +3.6% | -0.7% |
| 3M | -14.2% | -10.1% | -4.0% | -13.4% |
| 6M | +30.9% | -29.9% | +60.8% | +36.2% |
| YTD | -20.1% | -26.0% | +6.0% | -18.9% |
| 1Y | -8.1% | -21.0% | +12.9% | -7.9% |
| 3Y | -24.3% | +127.7% | -152.0% | -40.5% |
| 5Y | -75.6% | +22.0% | -97.6% | -80.1% |
| All | -81.0% | +18.4% | -99.4% | -83.9% |
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