-81.1%
PATH vs DT
-12.4%
-68.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.6% | +2.9% | +1.7% |
| 7D | -5.6% | -28.3% | +22.7% | +22.1% |
| 30D | -0.7% | -28.4% | +27.7% | +28.4% |
| 3M | -5.9% | -14.1% | +8.2% | +4.1% |
| 6M | +21.6% | +13.2% | +8.4% | +4.6% |
| YTD | -20.6% | +0.8% | -21.5% | -25.0% |
| 1Y | -10.6% | -7.8% | -2.8% | -8.7% |
| 3Y | -24.9% | -8.3% | -16.6% | -25.7% |
| 5Y | -76.8% | -42.7% | -34.1% | -70.2% |
| All | -81.1% | -12.4% | -68.7% | -83.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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