-81.2%
PATH vs DE
+100.1%
-181.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.9% | -3.1% | -1.1% |
| 7D | -2.7% | +3.5% | -6.2% | -3.8% |
| 30D | -3.7% | +11.3% | -15.0% | -7.0% |
| 3M | -13.8% | +11.6% | -25.4% | -17.1% |
| 6M | +20.3% | +20.9% | -0.6% | +11.6% |
| YTD | -20.8% | +49.7% | -70.5% | -34.4% |
| 1Y | -9.2% | +49.5% | -58.7% | -25.0% |
| 3Y | -21.8% | +94.7% | -116.4% | -42.9% |
| 5Y | -77.4% | +107.4% | -184.8% | -84.2% |
| All | -81.2% | +100.1% | -181.3% | -87.5% |
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