-81.4%
PATH vs DG
-31.2%
-50.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.6% | -1.3% |
| 7D | -2.3% | +5.2% | -7.5% | -3.7% |
| 30D | -4.8% | +7.9% | -12.7% | -7.1% |
| 3M | -17.7% | +12.7% | -30.4% | -20.6% |
| 6M | +18.9% | +22.4% | -3.5% | +12.1% |
| YTD | -21.7% | +5.4% | -27.1% | -23.6% |
| 1Y | -9.6% | +39.4% | -49.0% | -17.2% |
| 3Y | -25.8% | +24.1% | -50.0% | -30.9% |
| 5Y | -77.1% | -32.2% | -44.9% | -73.8% |
| All | -81.4% | -31.2% | -50.2% | -77.4% |
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