-81.1%
PATH vs PDD
-32.3%
-48.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +2.2% | -5.9% | -4.3% |
| 7D | -5.6% | +5.9% | -11.5% | -7.1% |
| 30D | -0.7% | +7.1% | -7.8% | -2.6% |
| 3M | -5.9% | -7.7% | +1.8% | -4.2% |
| 6M | +21.6% | -13.2% | +34.8% | +25.3% |
| YTD | -20.6% | -26.0% | +5.3% | -14.8% |
| 1Y | -10.6% | -38.4% | +27.8% | +0.8% |
| 3Y | -24.9% | -21.1% | -3.8% | -28.1% |
| 5Y | -76.8% | +0.3% | -77.2% | -82.5% |
| All | -81.1% | -32.3% | -48.8% | -83.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling