-81.1%
PATH vs XLB
+43.0%
-124.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -0.6% |
| 7D | -5.6% | -0.4% | -5.2% | -5.3% |
| 30D | -0.7% | +5.2% | -5.9% | -6.1% |
| 3M | -5.9% | -0.1% | -5.7% | -6.0% |
| 6M | +21.6% | +2.4% | +19.2% | +16.6% |
| YTD | -20.6% | +16.9% | -37.5% | -36.8% |
| 1Y | -10.6% | +25.0% | -35.6% | -34.9% |
| 3Y | -24.9% | +40.7% | -65.6% | -53.5% |
| 5Y | -76.8% | +31.6% | -108.4% | -84.0% |
| All | -81.1% | +43.0% | -124.2% | -87.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling