-81.1%
PATH vs JD
-55.8%
-25.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.3% | -7.0% | -4.8% |
| 7D | -5.6% | +11.7% | -17.3% | -9.2% |
| 30D | -0.7% | +8.1% | -8.8% | -3.5% |
| 3M | -5.9% | -12.0% | +6.1% | -2.3% |
| 6M | +21.6% | -3.5% | +25.1% | +21.2% |
| YTD | -20.6% | +3.3% | -24.0% | -23.2% |
| 1Y | -10.6% | -7.4% | -3.2% | -10.0% |
| 3Y | -24.9% | +16.6% | -41.5% | -38.1% |
| 5Y | -76.8% | -57.9% | -19.0% | -72.4% |
| All | -81.1% | -55.8% | -25.3% | -77.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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