-81.2%
PATH vs ITW
+46.1%
-127.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -1.5% |
| 7D | -2.7% | -1.1% | -1.6% | -2.0% |
| 30D | -3.7% | +8.6% | -12.3% | -9.0% |
| 3M | -13.8% | -2.7% | -11.0% | -12.5% |
| 6M | +20.3% | +14.0% | +6.3% | +9.0% |
| YTD | -20.8% | +18.6% | -39.4% | -32.7% |
| 1Y | -9.2% | +19.8% | -29.0% | -23.8% |
| 3Y | -21.8% | +34.8% | -56.6% | -42.1% |
| 5Y | -77.4% | +37.5% | -114.9% | -85.5% |
| All | -81.2% | +46.1% | -127.3% | -87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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