-75.7%
PATH vs DUK
+38.1%
-113.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.7% | -16.8% |
| 7D | -16.3% | 0.0% | -16.3% | -16.3% |
| 30D | +9.9% | -1.7% | +11.6% | +9.7% |
| 3M | +30.2% | -0.4% | +30.6% | +30.1% |
| 6M | +37.2% | -7.2% | +44.5% | +36.5% |
| YTD | -7.3% | +5.3% | -12.6% | -7.2% |
| 1Y | +40.0% | +3.0% | +37.0% | +40.2% |
| 3Y | -4.4% | +53.1% | -57.5% | -9.3% |
| All | -75.7% | +38.1% | -113.8% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling