-80.8%
PATH vs XLB
+42.8%
-123.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.5% |
| 7D | +2.1% | +0.5% | +1.5% | +1.5% |
| 30D | +1.6% | +5.2% | -3.5% | -3.9% |
| 3M | -20.4% | +0.3% | -20.8% | -21.0% |
| 6M | +40.1% | +1.2% | +39.0% | +36.5% |
| YTD | -19.0% | +16.6% | -35.7% | -35.4% |
| 1Y | -5.8% | +21.4% | -27.3% | -28.9% |
| 3Y | -22.9% | +43.2% | -66.2% | -53.4% |
| 5Y | -75.3% | +28.0% | -103.3% | -82.7% |
| All | -80.8% | +42.8% | -123.5% | -86.7% |
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 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