-21.8%
PATH vs ITW
+31.6%
-53.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.7% | -1.0% | -2.7% |
| 7D | -5.6% | +1.4% | -7.0% | -6.1% |
| 30D | -0.7% | +6.8% | -7.5% | -3.2% |
| 3M | -5.9% | -3.4% | -2.5% | -4.6% |
| 6M | +21.6% | +13.5% | +8.1% | +15.1% |
| YTD | -20.6% | +18.1% | -38.7% | -28.8% |
| 1Y | -10.6% | +19.4% | -30.0% | -20.8% |
| All | -21.8% | +31.6% | -53.4% | -47.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling