-81.2%
PATH vs ITW
+43.1%
-124.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.9% |
| 7D | -5.3% | +0.9% | -6.2% | -6.0% |
| 30D | -0.5% | +7.6% | -8.1% | -5.4% |
| 3M | -7.1% | -4.0% | -3.1% | -4.9% |
| 6M | +23.8% | +9.2% | +14.6% | +15.4% |
| YTD | -20.7% | +16.2% | -36.9% | -31.7% |
| 1Y | -8.1% | +17.9% | -26.0% | -22.1% |
| 3Y | -21.8% | +30.6% | -52.4% | -40.7% |
| 5Y | -76.8% | +35.2% | -112.0% | -84.9% |
| All | -81.2% | +43.1% | -124.3% | -87.5% |
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