-80.4%
PATH vs EWT
+126.9%
-207.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.2% | +4.1% | +3.9% |
| 7D | -4.8% | -10.9% | +6.1% | +4.3% |
| 30D | +2.7% | -17.7% | +20.4% | +19.7% |
| 3M | -4.2% | -5.0% | +0.8% | -2.0% |
| 6M | +24.7% | +7.4% | +17.4% | +8.2% |
| YTD | -17.6% | +52.8% | -70.4% | -52.4% |
| 1Y | -5.3% | +55.2% | -60.5% | -46.4% |
| 3Y | -22.0% | +158.0% | -180.0% | -77.8% |
| 5Y | -76.5% | +125.0% | -201.5% | -91.9% |
| All | -80.4% | +126.9% | -207.3% | -93.3% |
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 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