-21.8%
PATH vs XLC
+59.8%
-81.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.0% |
| 7D | -5.6% | +3.1% | -8.7% | -9.0% |
| 30D | -0.7% | -6.5% | +5.9% | +7.6% |
| 3M | -5.9% | -5.6% | -0.3% | +0.8% |
| 6M | +21.6% | -9.2% | +30.8% | +36.6% |
| YTD | -20.6% | -10.6% | -10.1% | -9.5% |
| 1Y | -10.6% | -6.9% | -3.7% | -3.1% |
| All | -21.8% | +59.8% | -81.6% | -57.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 3y: compounded portfolio wealth divided by compounded XLC 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…
3y analysis · Full analysis span regression · 6 months rolling