-80.4%
PATH vs DECK
+63.1%
-143.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +6.0% | -3.1% | +0.3% |
| 7D | -4.8% | +10.4% | -15.2% | -8.9% |
| 30D | +2.7% | +11.1% | -8.4% | -2.1% |
| 3M | -4.2% | -10.8% | +6.6% | 0.0% |
| 6M | +24.7% | -8.7% | +33.5% | +28.0% |
| YTD | -17.6% | -14.0% | -3.5% | -16.0% |
| 1Y | -5.3% | +12.0% | -17.4% | -15.6% |
| 3Y | -22.0% | -10.5% | -11.5% | -37.5% |
| 5Y | -76.5% | +28.5% | -105.0% | -88.1% |
| All | -80.4% | +63.1% | -143.5% | -90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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