-78.0%
PATH vs EWT
+162.1%
-240.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.9% | -18.5% | -18.2% |
| 7D | -16.3% | +4.0% | -20.3% | -19.4% |
| 30D | +9.9% | +10.3% | -0.4% | +0.7% |
| 3M | +30.2% | +6.1% | +24.1% | +19.8% |
| 6M | +37.2% | +56.6% | -19.4% | -17.0% |
| YTD | -7.3% | +76.6% | -83.9% | -51.8% |
| 1Y | +40.0% | +97.9% | -57.9% | -35.9% |
| 3Y | -4.4% | +198.0% | -202.4% | -75.5% |
| 5Y | -76.0% | +151.8% | -227.8% | -92.5% |
| All | -78.0% | +162.1% | -240.1% | -93.2% |
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 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