-81.2%
PATH vs EWZ
+40.3%
-121.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.1% | -0.9% |
| 7D | -2.7% | +1.4% | -4.1% | -3.2% |
| 30D | -3.7% | -25.1% | +21.4% | +5.9% |
| 3M | -13.8% | -7.7% | -6.0% | -13.6% |
| 6M | +20.3% | -15.8% | +36.1% | +25.0% |
| YTD | -20.8% | +3.6% | -24.4% | -26.7% |
| 1Y | -9.2% | +5.5% | -14.7% | -16.9% |
| 3Y | -21.8% | +22.1% | -43.9% | -34.1% |
| 5Y | -77.4% | +58.3% | -135.8% | -83.4% |
| All | -81.2% | +40.3% | -121.5% | -85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 10y: compounded portfolio wealth divided by compounded EWZ 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…
10y analysis · Full analysis span regression · 6 months rolling