-78.0%
PATH vs DG
-33.6%
-44.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.1% | -17.0% |
| 7D | -16.3% | +8.4% | -24.7% | -18.2% |
| 30D | +9.9% | +4.9% | +5.0% | +8.3% |
| 3M | +30.2% | +29.3% | +0.8% | +21.4% |
| 6M | +37.2% | -11.3% | +48.5% | +40.4% |
| YTD | -7.3% | +1.8% | -9.1% | -8.4% |
| 1Y | +40.0% | +25.3% | +14.7% | +31.6% |
| 3Y | -4.4% | +9.1% | -13.5% | -7.1% |
| 5Y | -76.0% | -34.9% | -41.2% | -72.5% |
| All | -78.0% | -33.6% | -44.4% | -72.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling