-81.2%
PATH vs DTE
+37.6%
-118.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.6% | -0.4% |
| 7D | -2.7% | +1.8% | -4.5% | -2.8% |
| 30D | -3.7% | +9.0% | -12.7% | -4.4% |
| 3M | -13.8% | -0.2% | -13.6% | -13.8% |
| 6M | +20.3% | +0.1% | +20.2% | +19.7% |
| YTD | -20.8% | +10.0% | -30.8% | -23.2% |
| 1Y | -9.2% | +4.7% | -13.9% | -10.9% |
| 3Y | -21.8% | +55.7% | -77.4% | -31.7% |
| 5Y | -77.4% | +45.1% | -122.6% | -79.5% |
| All | -81.2% | +37.6% | -118.8% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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