-81.2%
PATH vs DD
+71.8%
-152.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.7% |
| 7D | -5.3% | +4.6% | -9.9% | -8.0% |
| 30D | -0.5% | +11.8% | -12.3% | -6.9% |
| 3M | -7.1% | +2.2% | -9.3% | -8.9% |
| 6M | +23.8% | -1.6% | +25.4% | +22.7% |
| YTD | -20.7% | +23.0% | -43.7% | -34.1% |
| 1Y | -8.1% | +26.9% | -35.0% | -25.1% |
| 3Y | -21.8% | +77.9% | -99.7% | -52.4% |
| 5Y | -76.8% | +59.9% | -136.7% | -85.2% |
| All | -81.2% | +71.8% | -152.9% | -88.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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