-76.8%
PATH vs EWZ
+57.1%
-133.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.5% | -2.2% | -3.1% |
| 7D | -5.6% | -4.2% | -1.4% | -4.1% |
| 30D | -0.7% | -26.1% | +25.5% | +9.6% |
| 3M | -5.9% | -12.0% | +6.2% | -4.1% |
| 6M | +21.6% | -19.3% | +40.8% | +28.2% |
| YTD | -20.6% | +0.9% | -21.5% | -26.1% |
| 1Y | -10.6% | +3.4% | -14.0% | -18.0% |
| 3Y | -24.9% | +18.6% | -43.5% | -36.5% |
| 5Y | -76.8% | +56.6% | -133.4% | -83.6% |
| All | -76.8% | +57.1% | -133.9% | -83.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling