-6.1%
PATH vs DVA
+79.7%
-85.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -16.8% |
| 7D | -16.3% | +1.8% | -18.1% | -16.5% |
| 30D | +9.9% | -2.5% | +12.4% | +10.2% |
| 3M | +30.2% | -4.3% | +34.4% | +30.7% |
| 6M | +37.2% | +18.9% | +18.4% | +32.9% |
| YTD | -7.3% | +61.9% | -69.3% | -16.9% |
| 1Y | +40.0% | +35.7% | +4.3% | +31.9% |
| All | -6.1% | +79.7% | -85.9% | -24.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling