-75.7%
PATH vs IT
-40.5%
-35.1%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -4.6% | -12.0% | -13.6% |
| 7D | -16.3% | -6.0% | -10.3% | -12.5% |
| 30D | +9.9% | 0.0% | +9.9% | +10.2% |
| 3M | +30.2% | +13.1% | +17.1% | +17.6% |
| 6M | +37.2% | +11.7% | +25.5% | +25.2% |
| YTD | -7.3% | -26.1% | +18.8% | +9.7% |
| 1Y | +40.0% | -21.3% | +61.3% | +56.6% |
| 3Y | -4.4% | -46.7% | +42.3% | +35.4% |
| All | -75.7% | -40.5% | -35.1% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling