-78.0%
PATH vs D
+3.8%
-81.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-04 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.2% | -16.6% |
| 7D | -16.3% | +1.5% | -17.8% | -16.4% |
| 30D | +9.9% | -2.6% | +12.5% | +10.0% |
| 3M | +30.2% | 0.0% | +30.2% | +30.0% |
| 6M | +37.2% | +7.4% | +29.9% | +36.0% |
| YTD | -7.3% | +15.9% | -23.2% | -9.0% |
| 1Y | +40.0% | +18.1% | +21.9% | +36.8% |
| 3Y | -4.4% | +58.4% | -62.8% | -13.8% |
| 5Y | -76.0% | +5.2% | -81.2% | -79.5% |
| All | -78.0% | +3.8% | -81.8% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 2016-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
2016-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling