-21.8%
PATH vs EWT
+136.7%
-158.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -2.0% |
| 7D | -5.3% | -11.7% | +6.4% | +0.3% |
| 30D | -0.5% | -23.2% | +22.7% | +12.7% |
| 3M | -7.1% | -12.5% | +5.3% | -2.5% |
| 6M | +23.8% | -5.9% | +29.7% | +21.2% |
| YTD | -20.7% | +40.5% | -61.2% | -44.1% |
| 1Y | -8.1% | +43.7% | -51.8% | -36.6% |
| 3Y | -21.8% | +136.6% | -158.5% | -71.2% |
| All | -21.8% | +136.7% | -158.5% | -71.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling