-81.4%
PATH vs EWZ
+38.3%
-119.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.3% | -0.6% |
| 7D | -2.3% | +1.3% | -3.6% | -2.7% |
| 30D | -4.8% | -26.2% | +21.3% | +5.2% |
| 3M | -17.7% | -8.6% | -9.1% | -17.3% |
| 6M | +18.9% | -17.0% | +35.9% | +24.2% |
| YTD | -21.7% | +2.2% | -23.9% | -27.2% |
| 1Y | -9.6% | +2.7% | -12.3% | -16.3% |
| 3Y | -25.8% | +18.2% | -44.0% | -36.7% |
| 5Y | -77.1% | +56.0% | -133.1% | -83.0% |
| All | -81.4% | +38.3% | -119.7% | -85.8% |
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