-80.8%
PATH vs ITW
+46.5%
-127.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.1% | +2.3% | -0.3% | +0.5% |
| 30D | +1.6% | +6.7% | -5.1% | -2.8% |
| 3M | -20.4% | -0.5% | -19.9% | -20.5% |
| 6M | +40.1% | +16.4% | +23.7% | +25.0% |
| YTD | -19.0% | +19.0% | -38.0% | -31.3% |
| 1Y | -5.8% | +20.2% | -26.0% | -21.1% |
| 3Y | -22.9% | +33.1% | -56.0% | -42.2% |
| 5Y | -75.3% | +35.7% | -111.0% | -84.2% |
| All | -80.8% | +46.5% | -127.2% | -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