-81.1%
PATH vs XLC
+46.1%
-127.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -2.8% |
| 7D | -5.6% | +3.1% | -8.7% | -9.8% |
| 30D | -0.7% | -6.5% | +5.9% | +9.4% |
| 3M | -5.9% | -5.6% | -0.3% | +2.1% |
| 6M | +21.6% | -9.2% | +30.8% | +40.0% |
| YTD | -20.6% | -10.6% | -10.1% | -7.2% |
| 1Y | -10.6% | -6.9% | -3.7% | -1.6% |
| 3Y | -24.9% | +59.9% | -84.8% | -64.9% |
| 5Y | -76.8% | +34.7% | -111.5% | -86.1% |
| All | -81.1% | +46.1% | -127.3% | -89.4% |
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 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