-76.8%
PATH vs DRI
+77.7%
-154.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -2.9% | -3.2% |
| 7D | -5.6% | +3.7% | -9.3% | -7.7% |
| 30D | -0.7% | +13.5% | -14.2% | -8.3% |
| 3M | -5.9% | +10.4% | -16.2% | -12.2% |
| 6M | +21.6% | +19.5% | +2.1% | +6.9% |
| YTD | -20.6% | +28.2% | -48.8% | -35.2% |
| 1Y | -10.6% | +31.0% | -41.6% | -28.5% |
| 3Y | -24.9% | +67.1% | -92.0% | -54.5% |
| 5Y | -76.8% | +74.7% | -151.5% | -88.5% |
| All | -76.8% | +77.7% | -154.5% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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