+40.0%
PATH vs PDD
-33.4%
+73.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.3% | -16.8% |
| 7D | -16.3% | -4.1% | -12.2% | -15.4% |
| 30D | +9.9% | -9.6% | +19.5% | +12.9% |
| 3M | +30.2% | -4.3% | +34.4% | +30.0% |
| 6M | +37.2% | -18.8% | +56.0% | +41.1% |
| YTD | -7.3% | -27.5% | +20.2% | +2.1% |
| 1Y | +40.0% | -33.6% | +73.6% | +60.7% |
| All | +40.0% | -33.4% | +73.4% | +60.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling