-78.0%
PATH vs D
+3.8%
-81.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.4% | -15.2% | -16.6% |
| 7D | -16.3% | +0.4% | -16.8% | -16.3% |
| 30D | +9.9% | -3.6% | +13.5% | +10.1% |
| 3M | +30.2% | -1.0% | +31.2% | +30.1% |
| 6M | +37.2% | +6.3% | +30.9% | +36.1% |
| YTD | -7.3% | +14.7% | -22.0% | -8.9% |
| 1Y | +40.0% | +16.9% | +23.1% | +36.9% |
| 3Y | -4.4% | +56.8% | -61.2% | -13.8% |
| 5Y | -76.0% | +5.2% | -81.2% | -79.3% |
| All | -78.0% | +3.8% | -81.8% | -81.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling