-81.2%
PATH vs DG
-33.0%
-48.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | +0.8% |
| 7D | -5.3% | +1.1% | -6.4% | -5.7% |
| 30D | -0.5% | +9.5% | -10.0% | -3.3% |
| 3M | -7.1% | +5.5% | -12.6% | -8.9% |
| 6M | +23.8% | +16.1% | +7.7% | +18.3% |
| YTD | -20.7% | +2.7% | -23.4% | -22.0% |
| 1Y | -8.1% | +42.1% | -50.2% | -15.9% |
| 3Y | -21.8% | +19.3% | -41.1% | -26.4% |
| 5Y | -76.8% | -35.3% | -41.5% | -73.5% |
| All | -81.2% | -33.0% | -48.2% | -77.0% |
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