-80.4%
PATH vs D
+10.0%
-90.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.4% | -1.6% | +2.7% |
| 7D | -4.8% | +8.5% | -13.3% | -5.2% |
| 30D | +2.7% | +14.3% | -11.6% | +1.9% |
| 3M | -4.2% | +1.8% | -6.0% | -4.3% |
| 6M | +24.7% | +13.0% | +11.7% | +23.5% |
| YTD | -17.6% | +22.7% | -40.3% | -19.3% |
| 1Y | -5.3% | +22.6% | -27.9% | -7.5% |
| 3Y | -22.0% | +84.2% | -106.2% | -30.4% |
| 5Y | -76.5% | +15.8% | -92.3% | -78.9% |
| All | -80.4% | +10.0% | -90.4% | -83.9% |
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 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