-78.0%
PATH vs EWJ
+64.9%
-142.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -17.0% |
| 7D | -16.3% | +2.5% | -18.8% | -18.5% |
| 30D | +9.9% | +3.3% | +6.6% | +6.2% |
| 3M | +30.2% | +5.0% | +25.2% | +22.4% |
| 6M | +37.2% | +11.5% | +25.7% | +18.1% |
| YTD | -7.3% | +22.4% | -29.7% | -30.1% |
| 1Y | +40.0% | +30.2% | +9.8% | -2.4% |
| 3Y | -4.4% | +72.8% | -77.2% | -57.9% |
| 5Y | -76.0% | +54.1% | -130.2% | -89.1% |
| All | -78.0% | +64.9% | -142.9% | -90.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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