-81.4%
PATH vs EWT
+121.3%
-202.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.1% | -0.4% |
| 7D | -2.3% | -3.7% | +1.4% | -0.4% |
| 30D | -4.8% | -17.2% | +12.4% | +9.3% |
| 3M | -17.7% | -7.3% | -10.4% | -15.1% |
| 6M | +18.9% | -1.5% | +20.4% | +11.1% |
| YTD | -21.7% | +49.0% | -70.8% | -54.3% |
| 1Y | -9.6% | +50.6% | -60.3% | -48.0% |
| 3Y | -25.8% | +148.9% | -174.7% | -78.4% |
| 5Y | -77.1% | +116.1% | -193.2% | -92.0% |
| All | -81.4% | +121.3% | -202.7% | -93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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