-81.2%
PATH vs ETN
+183.1%
-264.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.1% | -5.3% | -2.2% |
| 7D | -2.7% | -1.8% | -0.8% | -2.8% |
| 30D | -3.7% | -16.4% | +12.7% | +2.7% |
| 3M | -13.8% | -19.9% | +6.2% | -7.3% |
| 6M | +20.3% | -10.3% | +30.6% | +18.7% |
| YTD | -20.8% | +13.8% | -34.6% | -35.6% |
| 1Y | -9.2% | -3.1% | -6.2% | -17.8% |
| 3Y | -21.8% | +70.1% | -91.9% | -56.2% |
| 5Y | -77.4% | +122.3% | -199.7% | -91.1% |
| All | -81.2% | +183.1% | -264.2% | -92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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