-75.7%
PATH vs DTE
+33.5%
-109.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -16.5% |
| 7D | -16.3% | +0.2% | -16.5% | -16.3% |
| 30D | +9.9% | -2.6% | +12.5% | +10.2% |
| 3M | +30.2% | -3.9% | +34.1% | +30.4% |
| 6M | +37.2% | -7.9% | +45.1% | +38.2% |
| YTD | -7.3% | +7.2% | -14.5% | -10.3% |
| 1Y | +40.0% | +3.1% | +36.9% | +36.8% |
| 3Y | -4.4% | +47.6% | -52.0% | -18.4% |
| All | -75.7% | +33.5% | -109.1% | -79.8% |
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