-75.7%
PATH vs DD
+61.3%
-137.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.8% |
| 7D | -16.3% | -3.5% | -12.8% | -14.6% |
| 30D | +9.9% | -10.3% | +20.2% | +16.8% |
| 3M | +30.2% | -7.5% | +37.7% | +35.3% |
| 6M | +37.2% | -8.0% | +45.2% | +39.7% |
| YTD | -7.3% | +10.5% | -17.8% | -18.2% |
| 1Y | +40.0% | +38.3% | +1.7% | +3.6% |
| 3Y | -4.4% | +42.5% | -46.9% | -33.4% |
| All | -75.7% | +61.3% | -137.0% | -84.4% |
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