-76.8%
PATH vs DPZ
-27.3%
-49.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.3% | -4.0% | -3.8% |
| 7D | -5.6% | +9.5% | -15.1% | -10.0% |
| 30D | -0.7% | +12.8% | -13.5% | -6.9% |
| 3M | -5.9% | -6.2% | +0.4% | -3.3% |
| 6M | +21.6% | +4.3% | +17.3% | +17.9% |
| YTD | -20.6% | -16.6% | -4.0% | -14.4% |
| 1Y | -10.6% | -12.8% | +2.2% | -6.4% |
| 3Y | -24.9% | -0.8% | -24.1% | -33.8% |
| 5Y | -76.8% | -25.8% | -51.0% | -76.2% |
| All | -76.8% | -27.3% | -49.6% | -76.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling