-6.1%
PATH vs DGX
+93.3%
-99.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.9% | -15.7% | -16.5% |
| 7D | -16.3% | -2.3% | -14.0% | -16.1% |
| 30D | +9.9% | +0.6% | +9.4% | +9.9% |
| 3M | +30.2% | +21.4% | +8.8% | +27.2% |
| 6M | +37.2% | +14.7% | +22.5% | +35.2% |
| YTD | -7.3% | +38.4% | -45.8% | -12.2% |
| 1Y | +40.0% | +34.0% | +6.0% | +33.5% |
| All | -6.1% | +93.3% | -99.5% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 3y: compounded portfolio wealth divided by compounded DGX 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…
3y analysis · Full analysis span regression · 6 months rolling