-76.8%
PATH vs DE
+100.7%
-177.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.9% | -1.8% | -3.1% |
| 7D | -5.6% | +0.5% | -6.1% | -5.7% |
| 30D | -0.7% | -2.9% | +2.2% | +0.1% |
| 3M | -5.9% | +8.6% | -14.5% | -8.8% |
| 6M | +21.6% | +15.8% | +5.8% | +14.1% |
| YTD | -20.6% | +43.6% | -64.2% | -33.9% |
| 1Y | -10.6% | +41.6% | -52.2% | -25.3% |
| 3Y | -24.9% | +80.7% | -105.5% | -44.7% |
| 5Y | -76.8% | +99.3% | -176.1% | -84.2% |
| All | -76.8% | +100.7% | -177.5% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling