-76.8%
PATH vs DD
+59.7%
-136.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.8% | +0.1% | -1.5% |
| 7D | -5.6% | +3.1% | -8.7% | -7.6% |
| 30D | -0.7% | +8.7% | -9.4% | -5.8% |
| 3M | -5.9% | -1.2% | -4.6% | -6.0% |
| 6M | +21.6% | -1.1% | +22.7% | +19.9% |
| YTD | -20.6% | +21.7% | -42.3% | -34.4% |
| 1Y | -10.6% | +24.0% | -34.6% | -27.1% |
| 3Y | -24.9% | +75.6% | -100.5% | -56.0% |
| 5Y | -76.8% | +58.2% | -135.0% | -85.3% |
| All | -76.8% | +59.7% | -136.6% | -85.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling