+40.0%
PATH vs XLI
+18.3%
+21.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.4% | -17.0% | -16.6% |
| 7D | -16.3% | -1.1% | -15.3% | -16.3% |
| 30D | +9.9% | -5.9% | +15.9% | +9.9% |
| 3M | +30.2% | -0.3% | +30.4% | +29.9% |
| 6M | +37.2% | +0.1% | +37.1% | +39.8% |
| YTD | -7.3% | +13.6% | -20.9% | -19.1% |
| 1Y | +40.0% | +17.2% | +22.8% | +14.4% |
| All | +40.0% | +18.3% | +21.7% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 1y: compounded portfolio wealth divided by compounded XLI 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…
1y analysis · Full analysis span regression · 6 months rolling