-80.4%
PATH vs XLC
+47.0%
-127.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.5% | -0.6% | -2.2% |
| 7D | -4.8% | +1.8% | -6.6% | -7.3% |
| 30D | +2.7% | -6.0% | +8.6% | +12.0% |
| 3M | -4.2% | -6.0% | +1.8% | +4.7% |
| 6M | +24.7% | -9.1% | +33.8% | +43.2% |
| YTD | -17.6% | -10.0% | -7.5% | -4.5% |
| 1Y | -5.3% | -5.8% | +0.5% | +2.5% |
| 3Y | -22.0% | +60.8% | -82.8% | -63.9% |
| 5Y | -76.5% | +36.6% | -113.1% | -86.1% |
| All | -80.4% | +47.0% | -127.4% | -89.1% |
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