-75.2%
PATH vs ITW
+35.5%
-110.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +2.1% | +2.3% | -0.3% | +0.4% |
| 30D | +1.6% | +6.7% | -5.1% | -3.2% |
| 3M | -20.4% | -0.5% | -19.9% | -20.5% |
| 6M | +40.1% | +16.4% | +23.7% | +23.7% |
| YTD | -19.0% | +19.0% | -38.0% | -32.4% |
| 1Y | -5.8% | +20.2% | -26.0% | -22.5% |
| 3Y | -22.9% | +33.1% | -56.0% | -44.4% |
| All | -75.2% | +35.5% | -110.7% | -85.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling