-77.0%
PATH vs XEL
+46.6%
-123.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | -0.1% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | -0.5% | +10.0% | -10.5% | -0.7% |
| 3M | -7.1% | +4.3% | -11.5% | -7.2% |
| 6M | +23.8% | +0.5% | +23.4% | +23.8% |
| YTD | -20.7% | +10.4% | -31.0% | -21.9% |
| 1Y | -8.1% | +2.0% | -10.1% | -8.4% |
| 3Y | -21.8% | +45.6% | -67.4% | -27.3% |
| All | -77.0% | +46.6% | -123.5% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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