-78.0%
PATH vs XLB
+42.7%
-120.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.3% | -16.3% | -16.3% |
| 7D | -16.3% | -1.4% | -14.9% | -15.0% |
| 30D | +9.9% | -0.4% | +10.3% | +10.3% |
| 3M | +30.2% | +2.0% | +28.2% | +26.6% |
| 6M | +37.2% | +1.8% | +35.4% | +31.2% |
| YTD | -7.3% | +16.6% | -23.9% | -25.8% |
| 1Y | +40.0% | +16.9% | +23.1% | +11.0% |
| 3Y | -4.4% | +32.6% | -37.0% | -35.7% |
| 5Y | -76.0% | +35.6% | -111.7% | -83.7% |
| All | -78.0% | +42.7% | -120.7% | -84.7% |
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 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