-78.0%
PATH vs DE
+100.3%
-178.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +10.0% | -26.3% | -18.9% |
| 30D | +9.9% | +13.3% | -3.4% | +5.3% |
| 3M | +30.2% | +17.5% | +12.7% | +22.5% |
| 6M | +37.2% | +13.6% | +23.6% | +29.5% |
| YTD | -7.3% | +49.8% | -57.1% | -23.2% |
| 1Y | +40.0% | +47.9% | -7.9% | +16.2% |
| 3Y | -4.4% | +72.5% | -76.9% | -27.0% |
| 5Y | -76.0% | +90.2% | -166.3% | -83.4% |
| All | -78.0% | +100.3% | -178.3% | -85.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling