-81.1%
PATH vs DG
-30.9%
-50.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -3.0% |
| 7D | -5.6% | +6.1% | -11.7% | -7.2% |
| 30D | -0.7% | +11.9% | -12.6% | -4.0% |
| 3M | -5.9% | +9.3% | -15.1% | -8.5% |
| 6M | +21.6% | +19.1% | +2.5% | +15.4% |
| YTD | -20.6% | +5.9% | -26.6% | -22.6% |
| 1Y | -10.6% | +39.8% | -50.4% | -18.1% |
| 3Y | -24.9% | +23.4% | -48.3% | -29.9% |
| 5Y | -76.8% | -33.3% | -43.5% | -73.7% |
| All | -81.1% | -30.9% | -50.3% | -77.1% |
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