-75.2%
PATH vs DGX
+90.8%
-166.0%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +1.6% | +0.5% | +1.6% |
| 30D | +1.6% | +11.2% | -9.6% | -1.7% |
| 3M | -20.4% | +10.4% | -30.8% | -22.9% |
| 6M | +40.1% | +37.1% | +3.0% | +25.9% |
| YTD | -19.0% | +52.1% | -71.2% | -30.9% |
| 1Y | -5.8% | +40.7% | -46.5% | -17.1% |
| 3Y | -22.9% | +107.6% | -130.5% | -45.2% |
| All | -75.2% | +90.8% | -166.0% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling