-81.2%
PATH vs ETR
+147.3%
-228.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | -5.3% | +0.4% | -5.7% | -5.3% |
| 30D | -0.5% | +7.5% | -8.1% | -0.4% |
| 3M | -7.1% | +4.4% | -11.6% | -7.1% |
| 6M | +23.8% | -1.5% | +25.4% | +23.9% |
| YTD | -20.7% | +21.8% | -42.5% | -22.4% |
| 1Y | -8.1% | +18.4% | -26.5% | -9.8% |
| 3Y | -21.8% | +148.5% | -170.3% | -29.6% |
| 5Y | -76.8% | +152.6% | -229.5% | -78.2% |
| All | -81.2% | +147.3% | -228.4% | -82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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