-77.4%
PATH vs DVA
+70.6%
-148.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.9% | +0.4% |
| 7D | -2.7% | -0.1% | -2.6% | -2.7% |
| 30D | -3.7% | +3.5% | -7.2% | -4.4% |
| 3M | -13.8% | +1.0% | -14.7% | -14.2% |
| 6M | +20.3% | -6.6% | +26.9% | +20.9% |
| YTD | -20.8% | +63.3% | -84.1% | -30.5% |
| 1Y | -9.2% | +50.0% | -59.2% | -18.5% |
| 3Y | -21.8% | +120.1% | -141.8% | -36.6% |
| 5Y | -77.4% | +73.7% | -151.1% | -80.9% |
| All | -77.4% | +70.6% | -148.0% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling