-6.1%
PATH vs EWT
+196.6%
-202.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -17.7% |
| 7D | -16.3% | +4.0% | -20.3% | -18.3% |
| 30D | +9.9% | +10.3% | -0.4% | +3.9% |
| 3M | +30.2% | +6.1% | +24.1% | +23.9% |
| 6M | +37.2% | +56.6% | -19.4% | -3.0% |
| YTD | -7.3% | +76.6% | -83.9% | -41.7% |
| 1Y | +40.0% | +97.9% | -57.9% | -20.0% |
| All | -6.1% | +196.6% | -202.7% | -68.3% |
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