-77.4%
PATH vs ETR
+162.9%
-240.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -2.7% | +1.7% | -4.4% | -2.7% |
| 30D | -3.7% | +8.7% | -12.5% | -3.7% |
| 3M | -13.8% | +4.9% | -18.7% | -13.8% |
| 6M | +20.3% | +0.8% | +19.5% | +20.2% |
| YTD | -20.8% | +23.1% | -43.9% | -23.2% |
| 1Y | -9.2% | +17.9% | -27.1% | -11.4% |
| 3Y | -21.8% | +154.5% | -176.3% | -33.2% |
| 5Y | -77.4% | +160.3% | -237.7% | -79.9% |
| All | -77.4% | +162.9% | -240.3% | -79.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling