-81.0%
PATH vs DVA
+54.2%
-135.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.1% | +4.8% | +0.5% |
| 7D | +0.7% | -10.7% | +11.3% | +2.4% |
| 30D | -1.1% | -4.4% | +3.3% | -0.6% |
| 3M | -14.2% | -4.1% | -10.1% | -13.9% |
| 6M | +30.9% | -13.2% | +44.1% | +32.9% |
| YTD | -20.1% | +53.2% | -73.3% | -28.1% |
| 1Y | -8.1% | +40.8% | -48.9% | -15.7% |
| 3Y | -24.3% | +109.7% | -134.0% | -36.1% |
| 5Y | -75.6% | +64.5% | -140.1% | -79.3% |
| All | -81.0% | +54.2% | -135.2% | -82.1% |
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