-75.7%
PATH vs ICE
+42.3%
-117.9%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -14.9% |
| 7D | -16.3% | -0.7% | -15.6% | -15.6% |
| 30D | +9.9% | +7.6% | +2.3% | +3.6% |
| 3M | +30.2% | +13.9% | +16.2% | +15.6% |
| 6M | +37.2% | -2.4% | +39.6% | +39.5% |
| YTD | -7.3% | +0.3% | -7.6% | -8.9% |
| 1Y | +40.0% | -6.4% | +46.4% | +47.1% |
| 3Y | -4.4% | +43.1% | -47.5% | -38.9% |
| All | -75.7% | +42.3% | -117.9% | -85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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