-21.8%
PATH vs DVA
+144.0%
-165.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.8% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -0.7% | +8.0% | -8.7% | -1.7% |
| 3M | -5.9% | +3.2% | -9.1% | -6.4% |
| 6M | +21.6% | +24.1% | -2.5% | +17.3% |
| YTD | -20.6% | +71.5% | -92.1% | -29.8% |
| 1Y | -10.6% | +60.8% | -71.4% | -19.3% |
| All | -21.8% | +144.0% | -165.8% | -46.2% |
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