-81.2%
PATH vs DTE
+34.4%
-115.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.2% | -0.1% |
| 7D | -5.3% | -0.3% | -5.0% | -5.3% |
| 30D | -0.5% | +6.2% | -6.7% | -1.0% |
| 3M | -7.1% | -2.6% | -4.5% | -7.0% |
| 6M | +23.8% | -3.5% | +27.3% | +23.7% |
| YTD | -20.7% | +7.4% | -28.0% | -22.9% |
| 1Y | -8.1% | +4.2% | -12.3% | -10.1% |
| 3Y | -21.8% | +51.7% | -73.6% | -31.6% |
| 5Y | -76.8% | +39.7% | -116.5% | -79.1% |
| All | -81.2% | +34.4% | -115.5% | -83.4% |
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