-81.2%
PATH vs DGX
+119.4%
-200.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.4% | -0.2% |
| 7D | -5.3% | +1.5% | -6.8% | -5.7% |
| 30D | -0.5% | +12.6% | -13.1% | -3.9% |
| 3M | -7.1% | +7.6% | -14.7% | -9.2% |
| 6M | +23.8% | +36.2% | -12.4% | +12.5% |
| YTD | -20.7% | +49.8% | -70.5% | -31.0% |
| 1Y | -8.1% | +47.3% | -55.3% | -19.6% |
| 3Y | -21.8% | +102.1% | -123.9% | -41.5% |
| 5Y | -76.8% | +100.3% | -177.2% | -82.9% |
| All | -81.2% | +119.4% | -200.6% | -85.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling