-80.8%
PATH vs DG
-32.8%
-48.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.4% |
| 7D | +2.1% | +0.3% | +1.8% | +2.0% |
| 30D | +1.6% | +3.2% | -1.6% | +0.5% |
| 3M | -20.4% | +10.4% | -30.9% | -22.9% |
| 6M | +40.1% | +33.2% | +7.0% | +29.4% |
| YTD | -19.0% | +3.0% | -22.0% | -20.5% |
| 1Y | -5.8% | +31.2% | -37.0% | -12.5% |
| 3Y | -22.9% | +21.8% | -44.8% | -27.9% |
| 5Y | -75.3% | -35.0% | -40.3% | -71.7% |
| All | -80.8% | -32.8% | -48.0% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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