-78.0%
PATH vs XLC
+56.4%
-134.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -14.9% |
| 7D | -16.3% | -0.8% | -15.5% | -15.1% |
| 30D | +9.9% | +1.0% | +8.9% | +8.4% |
| 3M | +30.2% | -0.7% | +30.9% | +31.9% |
| 6M | +37.2% | -5.1% | +42.4% | +48.2% |
| YTD | -7.3% | -4.3% | -3.0% | -1.6% |
| 1Y | +40.0% | -0.6% | +40.6% | +40.9% |
| 3Y | -4.4% | +72.7% | -77.1% | -59.9% |
| 5Y | -76.0% | +38.0% | -114.0% | -86.3% |
| All | -78.0% | +56.4% | -134.4% | -88.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling