-81.1%
PATH vs DVA
+72.6%
-153.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.1% | -4.8% | -3.9% |
| 7D | -5.6% | +0.8% | -6.4% | -5.7% |
| 30D | -0.7% | +8.0% | -8.7% | -1.9% |
| 3M | -5.9% | +3.2% | -9.1% | -6.6% |
| 6M | +21.6% | +24.1% | -2.5% | +16.2% |
| YTD | -20.6% | +71.5% | -92.1% | -29.8% |
| 1Y | -10.6% | +60.8% | -71.4% | -19.7% |
| 3Y | -24.9% | +145.2% | -170.1% | -38.2% |
| 5Y | -76.8% | +78.1% | -155.0% | -80.7% |
| All | -81.1% | +72.6% | -153.7% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling