-23.7%
PATH vs ETN
+68.8%
-92.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.8% | +0.6% | +2.0% |
| 7D | -2.7% | +2.4% | -5.2% | -3.4% |
| 30D | -1.4% | -15.2% | +13.9% | +2.2% |
| 3M | -16.4% | -21.2% | +4.8% | -11.9% |
| 6M | +23.3% | -13.5% | +36.7% | +24.2% |
| YTD | -19.8% | +14.5% | -34.3% | -32.6% |
| 1Y | -8.6% | -0.9% | -7.7% | -16.2% |
| All | -23.7% | +68.8% | -92.5% | -60.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling