-18.8%
PATH vs PDD
-24.0%
+5.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.6% |
| 7D | -4.8% | +6.0% | -10.8% | -5.4% |
| 30D | +2.7% | +5.5% | -2.8% | +2.0% |
| 3M | -4.2% | -9.8% | +5.6% | -3.2% |
| 6M | +24.7% | -16.0% | +40.7% | +26.3% |
| YTD | -17.6% | -27.6% | +10.0% | -15.4% |
| 1Y | -5.3% | -38.6% | +33.3% | -1.5% |
| All | -18.8% | -24.0% | +5.2% | -17.2% |
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