-80.4%
PATH vs DPZ
-7.5%
-72.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.4% | -2.6% | +0.4% |
| 7D | -4.8% | +10.1% | -14.9% | -9.0% |
| 30D | +2.7% | +14.6% | -11.9% | -3.9% |
| 3M | -4.2% | -6.8% | +2.6% | -1.6% |
| 6M | +24.7% | +4.4% | +20.4% | +21.3% |
| YTD | -17.6% | -16.8% | -0.7% | -11.7% |
| 1Y | -5.3% | -14.5% | +9.1% | -0.4% |
| 3Y | -22.0% | -1.1% | -20.9% | -28.7% |
| 5Y | -76.5% | -28.0% | -48.5% | -77.0% |
| All | -80.4% | -7.5% | -72.9% | -77.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling