-81.2%
PATH vs EWZ
+37.6%
-118.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -5.3% | -1.5% | -3.8% | -4.8% |
| 30D | -0.5% | -24.5% | +24.0% | +8.9% |
| 3M | -7.1% | -10.7% | +3.6% | -5.8% |
| 6M | +23.8% | -19.1% | +42.9% | +30.6% |
| YTD | -20.7% | +1.6% | -22.3% | -26.0% |
| 1Y | -8.1% | +4.3% | -12.4% | -15.6% |
| 3Y | -21.8% | +19.0% | -40.8% | -33.5% |
| 5Y | -76.8% | +57.7% | -134.5% | -82.9% |
| All | -81.2% | +37.6% | -118.7% | -85.6% |
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