-77.0%
PATH vs XLB
+29.2%
-106.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.7% |
| 7D | -5.3% | -1.5% | -3.8% | -3.8% |
| 30D | -0.5% | +6.1% | -6.6% | -6.9% |
| 3M | -7.1% | 0.0% | -7.2% | -7.5% |
| 6M | +23.8% | 0.0% | +23.9% | +22.0% |
| YTD | -20.7% | +16.0% | -36.7% | -37.0% |
| 1Y | -8.1% | +24.7% | -32.8% | -34.0% |
| 3Y | -21.8% | +40.4% | -62.2% | -53.1% |
| All | -77.0% | +29.2% | -106.2% | -84.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling