-75.7%
PATH vs DIA
+64.7%
-140.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DIA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.5% | -16.1% | -15.7% |
| 7D | -16.3% | -0.2% | -16.1% | -15.9% |
| 30D | +9.9% | -1.5% | +11.4% | +13.3% |
| 3M | +30.2% | +3.8% | +26.4% | +21.6% |
| 6M | +37.2% | +10.3% | +27.0% | +12.7% |
| YTD | -7.3% | +12.1% | -19.4% | -26.3% |
| 1Y | +40.0% | +18.6% | +21.4% | -0.4% |
| 3Y | -4.4% | +60.6% | -65.0% | -62.9% |
| All | -75.7% | +64.7% | -140.3% | -90.7% |
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