-81.2%
PATH vs ITUB
+191.9%
-273.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.4% | -0.4% |
| 7D | -5.3% | +3.7% | -9.0% | -6.2% |
| 30D | -0.5% | -24.1% | +23.6% | +5.6% |
| 3M | -7.1% | -9.6% | +2.4% | -6.6% |
| 6M | +23.8% | -11.5% | +35.3% | +24.6% |
| YTD | -20.7% | +5.5% | -26.2% | -25.6% |
| 1Y | -8.1% | +9.9% | -17.9% | -15.1% |
| 3Y | -21.8% | +84.8% | -106.6% | -40.4% |
| 5Y | -76.8% | +182.6% | -259.5% | -85.0% |
| All | -81.2% | +191.9% | -273.1% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ITUB.
Daily Out/Under-Performance
Portfolio return minus ITUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITUB 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 ITUB 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