-81.0%
PATH vs DUK
+56.9%
-137.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.1% | +2.5% | +2.4% |
| 7D | -2.7% | -0.6% | -2.1% | -2.8% |
| 30D | -1.4% | +9.4% | -10.8% | +0.2% |
| 3M | -16.4% | +5.4% | -21.9% | -15.6% |
| 6M | +23.3% | +4.9% | +18.4% | +24.5% |
| YTD | -19.8% | +12.7% | -32.6% | -18.4% |
| 1Y | -8.6% | +7.8% | -16.3% | -7.1% |
| 3Y | -24.0% | +63.3% | -87.4% | -24.5% |
| 5Y | -77.1% | +54.2% | -131.4% | -77.0% |
| All | -81.0% | +56.9% | -137.9% | -80.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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