-81.0%
PATH vs XLI
+86.4%
-167.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.1% | +0.9% |
| 7D | -2.7% | +0.9% | -3.6% | -3.9% |
| 30D | -1.4% | +1.1% | -2.4% | -3.0% |
| 3M | -16.4% | -7.7% | -8.7% | -8.7% |
| 6M | +23.3% | -1.8% | +25.1% | +22.6% |
| YTD | -19.8% | +11.1% | -30.9% | -35.4% |
| 1Y | -8.6% | +12.1% | -20.7% | -27.2% |
| 3Y | -24.0% | +73.8% | -97.9% | -68.9% |
| 5Y | -77.1% | +73.8% | -150.9% | -90.8% |
| All | -81.0% | +86.4% | -167.4% | -92.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling