-81.2%
PATH vs DE
+94.5%
-175.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.3% | -0.5% |
| 7D | -5.3% | -0.6% | -4.7% | -5.1% |
| 30D | -0.5% | +2.3% | -2.8% | -1.3% |
| 3M | -7.1% | +9.5% | -16.6% | -10.2% |
| 6M | +23.8% | +14.1% | +9.7% | +17.1% |
| YTD | -20.7% | +45.4% | -66.1% | -33.7% |
| 1Y | -8.1% | +42.9% | -51.0% | -22.8% |
| 3Y | -21.8% | +84.8% | -106.7% | -42.0% |
| 5Y | -76.8% | +101.8% | -178.7% | -83.7% |
| All | -81.2% | +94.5% | -175.6% | -87.4% |
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