-21.8%
PATH vs IT
-51.0%
+29.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +2.0% |
| 7D | -5.3% | -16.9% | +11.6% | +3.6% |
| 30D | -0.5% | +2.3% | -2.9% | -3.3% |
| 3M | -7.1% | +2.9% | -10.0% | -9.9% |
| 6M | +23.8% | +25.9% | -2.0% | +6.4% |
| YTD | -20.7% | -24.6% | +4.0% | -12.5% |
| 1Y | -8.1% | -16.0% | +8.0% | -4.8% |
| 3Y | -21.8% | -51.6% | +29.7% | -3.3% |
| All | -21.8% | -51.0% | +29.2% | -3.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling