-21.8%
PATH vs EW
+50.0%
-71.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.5% | -5.2% | -4.0% |
| 7D | -5.6% | +6.8% | -12.3% | -6.9% |
| 30D | -0.7% | +16.6% | -17.3% | -3.9% |
| 3M | -5.9% | +13.3% | -19.2% | -8.4% |
| 6M | +21.6% | +21.6% | 0.0% | +16.7% |
| YTD | -20.6% | +18.3% | -38.9% | -23.6% |
| 1Y | -10.6% | +21.7% | -32.3% | -14.4% |
| All | -21.8% | +50.0% | -71.8% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling