-75.7%
PATH vs PDD
-22.7%
-53.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.6% |
| 3M | +30.2% | -4.3% | +34.4% | +31.4% |
| 6M | +37.2% | -18.8% | +56.0% | +43.7% |
| YTD | -7.3% | -27.5% | +20.2% | +0.2% |
| 1Y | +40.0% | -33.6% | +73.6% | +55.0% |
| 3Y | -4.4% | -20.4% | +16.0% | -9.4% |
| All | -75.7% | -22.7% | -53.0% | -78.9% |
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