-21.8%
PATH vs DD
+76.0%
-97.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -2.4% |
| 7D | -5.6% | +3.1% | -8.7% | -6.8% |
| 30D | -0.7% | +8.7% | -9.4% | -3.8% |
| 3M | -5.9% | -1.2% | -4.6% | -5.8% |
| 6M | +21.6% | -1.1% | +22.7% | +20.8% |
| YTD | -20.6% | +21.7% | -42.3% | -30.7% |
| 1Y | -10.6% | +24.0% | -34.6% | -22.7% |
| All | -21.8% | +76.0% | -97.8% | -53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling