-21.8%
PATH vs EWZ
+18.4%
-40.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.3% |
| 7D | -5.6% | -4.2% | -1.4% | -4.5% |
| 30D | -0.7% | -26.1% | +25.5% | +6.8% |
| 3M | -5.9% | -12.0% | +6.2% | -5.3% |
| 6M | +21.6% | -19.3% | +40.8% | +26.4% |
| YTD | -20.6% | +0.9% | -21.5% | -27.9% |
| 1Y | -10.6% | +3.4% | -14.0% | -20.2% |
| All | -21.8% | +18.4% | -40.2% | -39.0% |
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