-81.1%
PATH vs ETR
+146.7%
-227.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.4% | -2.3% | -3.7% |
| 7D | -5.6% | +0.3% | -5.9% | -5.6% |
| 30D | -0.7% | +6.8% | -7.5% | -0.6% |
| 3M | -5.9% | +3.8% | -9.7% | -5.8% |
| 6M | +21.6% | -5.5% | +27.0% | +21.9% |
| YTD | -20.6% | +21.5% | -42.1% | -22.4% |
| 1Y | -10.6% | +17.4% | -28.0% | -12.2% |
| 3Y | -24.9% | +147.7% | -172.6% | -32.4% |
| 5Y | -76.8% | +152.0% | -228.9% | -78.2% |
| All | -81.1% | +146.7% | -227.9% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling