-81.0%
PATH vs ETN
+183.7%
-264.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.1% |
| 7D | +0.7% | +10.1% | -9.4% | -3.3% |
| 30D | -1.1% | -15.9% | +14.8% | +5.2% |
| 3M | -14.2% | -21.7% | +7.5% | -6.7% |
| 6M | +30.9% | -10.1% | +41.0% | +29.0% |
| YTD | -20.1% | +14.0% | -34.1% | -35.1% |
| 1Y | -8.1% | -1.7% | -6.4% | -17.4% |
| 3Y | -24.3% | +67.9% | -92.2% | -57.1% |
| 5Y | -75.6% | +125.5% | -201.2% | -90.4% |
| All | -81.0% | +183.7% | -264.7% | -92.0% |
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