-77.0%
PATH vs DTE
+39.5%
-116.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -7.1% | -2.6% | -4.5% | -6.9% |
| 6M | +23.8% | -3.5% | +27.3% | +23.8% |
| YTD | -20.7% | +7.4% | -28.0% | -23.3% |
| 1Y | -8.1% | +4.2% | -12.3% | -10.5% |
| 3Y | -21.8% | +51.7% | -73.6% | -34.0% |
| All | -77.0% | +39.5% | -116.5% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling