-81.0%
PATH vs ITW
+47.1%
-128.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.2% | +2.2% | +2.3% |
| 7D | -2.7% | -1.6% | -1.1% | -1.7% |
| 30D | -1.4% | +8.9% | -10.3% | -7.0% |
| 3M | -16.4% | -0.9% | -15.5% | -16.3% |
| 6M | +23.3% | +16.0% | +7.3% | +10.3% |
| YTD | -19.8% | +19.4% | -39.3% | -32.2% |
| 1Y | -8.6% | +20.7% | -29.2% | -23.6% |
| 3Y | -24.0% | +33.4% | -57.5% | -43.1% |
| 5Y | -77.1% | +39.1% | -116.2% | -85.4% |
| All | -81.0% | +47.1% | -128.0% | -87.6% |
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