-75.2%
PATH vs ETN
+121.5%
-196.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +2.1% | +3.6% | -1.5% | +0.5% |
| 30D | +1.6% | -13.4% | +15.0% | +6.9% |
| 3M | -20.4% | -21.9% | +1.5% | -13.2% |
| 6M | +40.1% | -12.8% | +52.9% | +40.1% |
| YTD | -19.0% | +12.1% | -31.1% | -34.5% |
| 1Y | -5.8% | +0.8% | -6.7% | -17.8% |
| 3Y | -22.9% | +64.5% | -87.4% | -58.4% |
| All | -75.2% | +121.5% | -196.7% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling