-81.4%
PATH vs DPZ
-10.4%
-71.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | +0.1% | -0.6% |
| 7D | -2.3% | +2.2% | -4.4% | -3.3% |
| 30D | -4.8% | +6.7% | -11.5% | -7.9% |
| 3M | -17.7% | -4.5% | -13.2% | -16.3% |
| 6M | +18.9% | +3.3% | +15.6% | +16.1% |
| YTD | -21.7% | -19.4% | -2.3% | -14.9% |
| 1Y | -9.6% | -17.3% | +7.6% | -3.5% |
| 3Y | -25.8% | -8.4% | -17.5% | -29.3% |
| 5Y | -77.1% | -28.2% | -48.9% | -77.2% |
| All | -81.4% | -10.4% | -71.0% | -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