-78.0%
PATH vs PDD
-33.7%
-44.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +43.6% |
| YTD | -7.3% | -27.5% | +20.2% | +0.1% |
| 1Y | +40.0% | -33.6% | +73.6% | +54.8% |
| 3Y | -4.4% | -20.4% | +16.0% | -9.0% |
| 5Y | -76.0% | -19.6% | -56.4% | -80.8% |
| All | -78.0% | -33.7% | -44.3% | -80.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling