-81.2%
PATH vs JD
-55.1%
-26.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | -5.3% | +13.4% | -18.7% | -9.4% |
| 30D | -0.5% | +7.7% | -8.2% | -3.2% |
| 3M | -7.1% | -11.3% | +4.1% | -3.9% |
| 6M | +23.8% | -5.1% | +29.0% | +24.3% |
| YTD | -20.7% | +5.0% | -25.7% | -23.7% |
| 1Y | -8.1% | -5.6% | -2.4% | -8.0% |
| 3Y | -21.8% | +17.8% | -39.6% | -35.7% |
| 5Y | -76.8% | -57.2% | -19.7% | -72.6% |
| All | -81.2% | -55.1% | -26.1% | -77.6% |
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