-77.1%
PATH vs DTE
+45.8%
-122.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.2% |
| 7D | -2.3% | +3.5% | -5.8% | -2.7% |
| 30D | -4.8% | +9.5% | -14.3% | -5.8% |
| 3M | -17.7% | +2.5% | -20.2% | -18.0% |
| 6M | +18.9% | +0.6% | +18.4% | +18.2% |
| YTD | -21.7% | +10.5% | -32.2% | -24.6% |
| 1Y | -9.6% | +3.3% | -13.0% | -11.3% |
| 3Y | -25.8% | +56.3% | -82.1% | -37.6% |
| 5Y | -77.1% | +44.9% | -122.0% | -80.0% |
| All | -77.1% | +45.8% | -122.9% | -80.0% |
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