-81.0%
PATH vs DE
+100.3%
-181.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.6% | +1.8% | +2.2% |
| 7D | -2.7% | +2.3% | -5.0% | -3.4% |
| 30D | -1.4% | +9.3% | -10.7% | -4.1% |
| 3M | -16.4% | +12.2% | -28.6% | -19.8% |
| 6M | +23.3% | +18.1% | +5.2% | +15.3% |
| YTD | -19.8% | +49.8% | -69.6% | -33.6% |
| 1Y | -8.6% | +46.4% | -54.9% | -23.7% |
| 3Y | -24.0% | +92.5% | -116.6% | -44.4% |
| 5Y | -77.1% | +107.4% | -184.5% | -84.0% |
| All | -81.0% | +100.3% | -181.2% | -87.3% |
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