-78.0%
PATH vs EW
-0.5%
-77.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.8% | -16.7% |
| 7D | -16.3% | -0.3% | -16.0% | -16.2% |
| 30D | +9.9% | +1.0% | +8.9% | +9.3% |
| 3M | +30.2% | +2.8% | +27.4% | +28.1% |
| 6M | +37.2% | +5.5% | +31.7% | +32.8% |
| YTD | -7.3% | +5.5% | -12.8% | -10.7% |
| 1Y | +40.0% | +11.0% | +29.0% | +30.9% |
| 3Y | -4.4% | +17.7% | -22.1% | -22.8% |
| 5Y | -76.0% | -25.7% | -50.3% | -74.7% |
| All | -78.0% | -0.5% | -77.5% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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