-80.4%
PATH vs XLB
+47.3%
-127.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.5% | +0.4% | +0.3% |
| 7D | -4.8% | +3.9% | -8.7% | -8.7% |
| 30D | +2.7% | +8.9% | -6.2% | -6.4% |
| 3M | -4.2% | +4.1% | -8.3% | -8.5% |
| 6M | +24.7% | +7.3% | +17.4% | +13.6% |
| YTD | -17.6% | +20.4% | -38.0% | -36.4% |
| 1Y | -5.3% | +29.5% | -34.9% | -33.7% |
| 3Y | -22.0% | +44.9% | -66.9% | -53.2% |
| 5Y | -76.5% | +36.6% | -113.1% | -84.4% |
| All | -80.4% | +47.3% | -127.8% | -86.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling