-81.2%
PATH vs XLI
+77.4%
-158.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.2% |
| 7D | -5.3% | -2.8% | -2.5% | -2.2% |
| 30D | -0.5% | -3.1% | +2.5% | +2.9% |
| 3M | -7.1% | -11.7% | +4.6% | +7.1% |
| 6M | +23.8% | -7.6% | +31.4% | +32.5% |
| YTD | -20.7% | +5.7% | -26.4% | -32.1% |
| 1Y | -8.1% | +7.8% | -15.9% | -23.5% |
| 3Y | -21.8% | +67.4% | -89.2% | -66.6% |
| 5Y | -76.8% | +64.8% | -141.6% | -90.1% |
| All | -81.2% | +77.4% | -158.5% | -91.7% |
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