-78.0%
PATH vs DPZ
-7.9%
-70.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.7% | -14.9% | -15.8% |
| 7D | -16.3% | -2.5% | -13.8% | -15.2% |
| 30D | +9.9% | -7.0% | +16.9% | +13.2% |
| 3M | +30.2% | +11.6% | +18.6% | +22.8% |
| 6M | +37.2% | -15.2% | +52.4% | +46.3% |
| YTD | -7.3% | -17.2% | +9.9% | -0.3% |
| 1Y | +40.0% | -24.8% | +64.8% | +56.8% |
| 3Y | -4.4% | -8.7% | +4.3% | -8.2% |
| 5Y | -76.0% | -28.9% | -47.1% | -76.6% |
| All | -78.0% | -7.9% | -70.0% | -74.9% |
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