-5.3%
PATH vs XLB
+29.8%
-35.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +3.2% |
| 7D | -4.8% | +3.9% | -8.7% | -4.3% |
| 30D | +2.7% | +8.9% | -6.2% | +3.8% |
| 3M | -4.2% | +4.1% | -8.3% | -3.7% |
| 6M | +24.7% | +7.3% | +17.4% | +26.4% |
| YTD | -17.6% | +20.4% | -38.0% | -15.7% |
| 1Y | -5.3% | +29.5% | -34.9% | -8.7% |
| All | -5.3% | +29.8% | -35.2% | -8.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 1y: compounded portfolio wealth divided by compounded XLB 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…
1y analysis · Full analysis span regression · 6 months rolling