-81.2%
PATH vs IT
-0.2%
-80.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.6% | -0.4% |
| 7D | -2.7% | -18.8% | +16.1% | +9.4% |
| 30D | -3.7% | -0.1% | -3.6% | -5.2% |
| 3M | -13.8% | +2.9% | -16.7% | -16.8% |
| 6M | +20.3% | +20.4% | -0.1% | +3.3% |
| YTD | -20.8% | -24.3% | +3.5% | -10.6% |
| 1Y | -9.2% | -17.2% | +7.9% | -4.0% |
| 3Y | -21.8% | -52.4% | +30.6% | +18.6% |
| 5Y | -77.4% | -43.7% | -33.7% | -73.3% |
| All | -81.2% | -0.2% | -80.9% | -78.7% |
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