-81.1%
PATH vs DPZ
-7.2%
-73.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -5.6% | +9.5% | -15.1% | -9.5% |
| 30D | -0.7% | +12.8% | -13.5% | -6.3% |
| 3M | -5.9% | -6.2% | +0.4% | -3.5% |
| 6M | +21.6% | +4.3% | +17.3% | +18.3% |
| YTD | -20.6% | -16.6% | -4.0% | -15.1% |
| 1Y | -10.6% | -12.8% | +2.2% | -6.8% |
| 3Y | -24.9% | -0.8% | -24.1% | -31.4% |
| 5Y | -76.8% | -25.8% | -51.0% | -77.2% |
| All | -81.1% | -7.2% | -73.9% | -78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling