-77.1%
PATH vs DIA
+58.3%
-135.4%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +1.5% |
| 7D | -2.7% | -1.6% | -1.1% | +0.1% |
| 30D | -1.4% | +1.3% | -2.6% | -3.9% |
| 3M | -16.4% | -2.1% | -14.3% | -13.1% |
| 6M | +23.3% | +6.2% | +17.0% | +9.7% |
| YTD | -19.8% | +10.3% | -30.2% | -34.6% |
| 1Y | -8.6% | +11.0% | -19.6% | -26.4% |
| 3Y | -24.0% | +60.4% | -84.4% | -71.3% |
| 5Y | -77.1% | +59.1% | -136.2% | -90.8% |
| All | -77.1% | +58.3% | -135.4% | -90.8% |
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