-81.1%
PATH vs IT
+3.4%
-84.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.4% | +0.7% | -1.0% |
| 7D | -5.6% | -12.0% | +6.4% | +1.1% |
| 30D | -0.7% | +7.1% | -7.8% | -6.4% |
| 3M | -5.9% | +6.3% | -12.1% | -10.8% |
| 6M | +21.6% | +32.5% | -10.9% | -1.6% |
| YTD | -20.6% | -21.5% | +0.9% | -12.3% |
| 1Y | -10.6% | -16.5% | +5.9% | -5.7% |
| 3Y | -24.9% | -48.8% | +23.9% | +8.2% |
| 5Y | -76.8% | -40.2% | -36.6% | -73.2% |
| All | -81.1% | +3.4% | -84.6% | -79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 10y: compounded portfolio wealth divided by compounded IT 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…
10y analysis · Full analysis span regression · 6 months rolling