-81.1%
PATH vs DTE
+34.2%
-115.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.5% |
| 7D | -5.6% | +0.3% | -5.8% | -5.6% |
| 30D | -0.7% | +5.2% | -5.9% | -1.1% |
| 3M | -5.9% | -2.5% | -3.3% | -5.7% |
| 6M | +21.6% | -4.4% | +26.0% | +21.7% |
| YTD | -20.6% | +7.2% | -27.8% | -22.8% |
| 1Y | -10.6% | +4.1% | -14.7% | -12.5% |
| 3Y | -24.9% | +49.2% | -74.1% | -34.0% |
| 5Y | -76.8% | +39.5% | -116.3% | -79.0% |
| All | -81.1% | +34.2% | -115.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling