-80.8%
PATH vs DE
+95.0%
-175.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.8% | +2.1% | +1.5% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +1.6% | +3.6% | -2.0% | +0.5% |
| 3M | -20.4% | +10.2% | -30.7% | -23.2% |
| 6M | +40.1% | +16.6% | +23.6% | +31.5% |
| YTD | -19.0% | +45.8% | -64.9% | -32.4% |
| 1Y | -5.8% | +43.9% | -49.7% | -21.1% |
| 3Y | -22.9% | +89.6% | -112.5% | -43.3% |
| 5Y | -75.3% | +100.3% | -175.6% | -82.6% |
| All | -80.8% | +95.0% | -175.8% | -87.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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