-78.0%
PATH vs ITOT
+91.3%
-169.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.0% |
| 7D | -16.3% | +0.1% | -16.4% | -16.4% |
| 30D | +9.9% | 0.0% | +9.9% | +10.3% |
| 3M | +30.2% | +2.0% | +28.2% | +25.7% |
| 6M | +37.2% | +13.0% | +24.2% | +7.7% |
| YTD | -7.3% | +14.0% | -21.3% | -28.4% |
| 1Y | +40.0% | +19.9% | +20.1% | -1.1% |
| 3Y | -4.4% | +75.8% | -80.2% | -68.4% |
| 5Y | -76.0% | +73.8% | -149.9% | -91.4% |
| All | -78.0% | +91.3% | -169.2% | -92.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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