-21.8%
PATH vs EWZ
+19.2%
-41.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.7% | -0.8% | -0.3% |
| 7D | -5.3% | -1.5% | -3.8% | -4.9% |
| 30D | -0.5% | -24.5% | +24.0% | +6.2% |
| 3M | -7.1% | -10.7% | +3.6% | -7.1% |
| 6M | +23.8% | -19.1% | +42.9% | +28.8% |
| YTD | -20.7% | +1.6% | -22.3% | -28.1% |
| 1Y | -8.1% | +4.3% | -12.4% | -18.2% |
| 3Y | -21.8% | +19.0% | -40.8% | -39.2% |
| All | -21.8% | +19.2% | -41.1% | -39.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling