-75.7%
PATH vs XLC
+38.0%
-113.7%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -14.8% |
| 7D | -16.3% | -0.8% | -15.5% | -15.0% |
| 30D | +9.9% | +1.0% | +8.9% | +8.3% |
| 3M | +30.2% | -0.7% | +30.9% | +31.9% |
| 6M | +37.2% | -5.1% | +42.4% | +48.3% |
| YTD | -7.3% | -4.3% | -3.0% | -1.5% |
| 1Y | +40.0% | -0.6% | +40.6% | +40.9% |
| 3Y | -4.4% | +72.7% | -77.1% | -60.6% |
| All | -75.7% | +38.0% | -113.7% | -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