-76.8%
PATH vs DIA
+54.5%
-131.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -3.5% | -0.2% | +2.8% |
| 7D | -5.6% | -1.6% | -4.0% | -2.9% |
| 30D | -0.7% | 0.0% | -0.7% | -0.8% |
| 3M | -5.9% | -4.9% | -0.9% | +3.5% |
| 6M | +21.6% | +5.0% | +16.5% | +10.3% |
| YTD | -20.6% | +8.2% | -28.8% | -32.8% |
| 1Y | -10.6% | +10.3% | -20.9% | -27.3% |
| 3Y | -24.9% | +58.4% | -83.2% | -70.9% |
| 5Y | -76.8% | +54.3% | -131.2% | -90.3% |
| All | -76.8% | +54.5% | -131.3% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DIA.
Daily Out/Under-Performance
Portfolio return minus DIA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIA 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 DIA 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