-76.5%
PATH vs PDD
-12.6%
-63.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +2.2% |
| 7D | -4.8% | +6.0% | -10.8% | -6.4% |
| 30D | +2.7% | +5.5% | -2.8% | +1.1% |
| 3M | -4.2% | -9.8% | +5.6% | -1.9% |
| 6M | +24.7% | -16.0% | +40.7% | +29.7% |
| YTD | -17.6% | -27.6% | +10.0% | -11.0% |
| 1Y | -5.3% | -38.6% | +33.3% | +6.9% |
| 3Y | -22.0% | -22.8% | +0.8% | -25.1% |
| 5Y | -76.5% | -5.2% | -71.3% | -83.1% |
| All | -76.5% | -12.6% | -63.9% | -83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling