+25.5%
PATH vs XE
-70.1%
+95.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.4% | +6.7% | -2.8% |
| 7D | -5.6% | -23.1% | +17.5% | -3.5% |
| 30D | -0.7% | -41.7% | +41.1% | +3.6% |
| 3M | -5.9% | -52.8% | +46.9% | -0.1% |
| 6M | +21.6% | -68.4% | +90.0% | +26.6% |
| All | +25.5% | -70.1% | +95.6% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XE.
Daily Out/Under-Performance
Portfolio return minus XE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XE 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 XE 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