-77.0%
PATH vs XLC
+34.6%
-111.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.7% |
| 7D | -5.3% | +4.9% | -10.2% | -11.9% |
| 30D | -0.5% | -5.8% | +5.3% | +8.5% |
| 3M | -7.1% | -5.4% | -1.7% | +0.6% |
| 6M | +23.8% | -10.2% | +34.0% | +45.3% |
| YTD | -20.7% | -10.2% | -10.5% | -7.7% |
| 1Y | -8.1% | -5.6% | -2.4% | -0.8% |
| 3Y | -21.8% | +61.0% | -82.8% | -64.7% |
| All | -77.0% | +34.6% | -111.6% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling