-78.0%
PATH vs EWZ
+62.9%
-140.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.3% |
| 7D | -16.3% | +6.5% | -22.8% | -18.6% |
| 30D | +9.9% | +4.8% | +5.1% | +7.6% |
| 3M | +30.2% | +9.9% | +20.3% | +24.2% |
| 6M | +37.2% | +1.9% | +35.3% | +34.5% |
| YTD | -7.3% | +20.3% | -27.6% | -16.9% |
| 1Y | +40.0% | +35.6% | +4.4% | +17.9% |
| 3Y | -4.4% | +43.4% | -47.8% | -22.4% |
| 5Y | -76.0% | +55.9% | -132.0% | -81.6% |
| All | -78.0% | +62.9% | -140.9% | -83.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling