-81.1%
PATH vs ITUB
+187.9%
-269.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -5.6% | -1.0% | -4.5% | -5.4% |
| 30D | -0.7% | -28.1% | +27.5% | +7.0% |
| 3M | -5.9% | -11.1% | +5.3% | -4.9% |
| 6M | +21.6% | -14.0% | +35.6% | +23.4% |
| YTD | -20.6% | +4.1% | -24.7% | -25.3% |
| 1Y | -10.6% | +8.5% | -19.1% | -17.2% |
| 3Y | -24.9% | +82.8% | -107.7% | -42.6% |
| 5Y | -76.8% | +178.7% | -255.5% | -84.9% |
| All | -81.1% | +187.9% | -269.0% | -87.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling