-81.2%
PATH vs DVA
+69.5%
-150.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | +0.2% |
| 7D | -5.3% | +2.1% | -7.4% | -5.6% |
| 30D | -0.5% | +8.2% | -8.8% | -1.8% |
| 3M | -7.1% | +5.9% | -13.1% | -8.2% |
| 6M | +23.8% | -1.3% | +25.1% | +23.4% |
| YTD | -20.7% | +68.4% | -89.1% | -29.6% |
| 1Y | -8.1% | +57.5% | -65.5% | -17.2% |
| 3Y | -21.8% | +142.3% | -164.1% | -35.6% |
| 5Y | -76.8% | +75.0% | -151.8% | -80.7% |
| All | -81.2% | +69.5% | -150.6% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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