-81.1%
PATH vs EWT
+100.7%
-181.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -11.5% | +7.8% | +5.4% |
| 7D | -5.6% | -19.0% | +13.4% | +10.7% |
| 30D | -0.7% | -27.0% | +26.3% | +26.4% |
| 3M | -5.9% | -15.6% | +9.7% | +4.8% |
| 6M | +21.6% | -7.4% | +29.0% | +18.6% |
| YTD | -20.6% | +35.2% | -55.8% | -49.8% |
| 1Y | -10.6% | +36.0% | -46.6% | -44.0% |
| 3Y | -24.9% | +128.2% | -153.1% | -76.6% |
| 5Y | -76.8% | +97.4% | -174.2% | -91.3% |
| All | -81.1% | +100.7% | -181.8% | -93.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling