-6.1%
PATH vs PDD
-17.2%
+11.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.3% | -16.7% |
| 7D | -16.3% | -4.1% | -12.2% | -15.9% |
| 30D | +9.9% | -9.6% | +19.5% | +11.1% |
| 3M | +30.2% | -4.3% | +34.4% | +30.4% |
| 6M | +37.2% | -18.8% | +56.0% | +39.3% |
| YTD | -7.3% | -27.5% | +20.2% | -4.7% |
| 1Y | +40.0% | -33.6% | +73.6% | +45.1% |
| All | -6.1% | -17.2% | +11.1% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling