-80.8%
PATH vs DTE
+39.0%
-119.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.3% |
| 7D | +2.1% | +3.4% | -1.4% | +1.8% |
| 30D | +1.6% | +8.9% | -7.3% | +0.9% |
| 3M | -20.4% | +1.1% | -21.5% | -20.6% |
| 6M | +40.1% | +0.1% | +40.0% | +39.6% |
| YTD | -19.0% | +11.1% | -30.1% | -21.5% |
| 1Y | -5.8% | +4.9% | -10.8% | -7.5% |
| 3Y | -22.9% | +58.6% | -81.5% | -32.9% |
| 5Y | -75.3% | +47.3% | -122.6% | -77.6% |
| All | -80.8% | +39.0% | -119.8% | -83.1% |
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