-77.0%
PATH vs EWT
+103.1%
-180.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.9% | -4.0% | -3.2% |
| 7D | -5.3% | -11.7% | +6.4% | +4.0% |
| 30D | -0.5% | -23.2% | +22.7% | +22.2% |
| 3M | -7.1% | -12.5% | +5.3% | +0.6% |
| 6M | +23.8% | -5.9% | +29.7% | +19.2% |
| YTD | -20.7% | +40.5% | -61.2% | -53.0% |
| 1Y | -8.1% | +43.7% | -51.8% | -47.2% |
| 3Y | -21.8% | +136.6% | -158.5% | -79.3% |
| All | -77.0% | +103.1% | -180.1% | -91.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling