-23.9%
PATH vs DGX
+106.8%
-130.7%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.4% | -0.7% | -0.4% |
| 7D | +0.7% | +1.9% | -1.2% | +0.4% |
| 30D | -1.1% | +12.7% | -13.8% | -2.6% |
| 3M | -14.2% | +9.6% | -23.8% | -15.2% |
| 6M | +30.9% | +37.6% | -6.7% | +25.8% |
| YTD | -20.1% | +52.1% | -72.2% | -25.1% |
| 1Y | -8.1% | +41.3% | -49.4% | -12.5% |
| All | -23.9% | +106.8% | -130.7% | -32.9% |
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