-81.1%
PATH vs ICE
+55.5%
-136.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.3% |
| 7D | -5.6% | +6.7% | -12.3% | -10.6% |
| 30D | -0.7% | +13.4% | -14.0% | -11.0% |
| 3M | -5.9% | +16.5% | -22.4% | -17.2% |
| 6M | +21.6% | +12.8% | +8.7% | +9.0% |
| YTD | -20.6% | +8.5% | -29.2% | -27.2% |
| 1Y | -10.6% | +20.6% | -31.2% | -25.5% |
| 3Y | -24.9% | +67.4% | -92.3% | -57.9% |
| 5Y | -76.8% | +36.6% | -113.4% | -86.4% |
| All | -81.1% | +55.5% | -136.6% | -89.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling