-8.1%
PATH vs XLI
+7.4%
-15.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -5.3% | -2.8% | -2.5% | -5.7% |
| 30D | -0.5% | -3.1% | +2.5% | -1.0% |
| 3M | -7.1% | -11.7% | +4.6% | -9.1% |
| 6M | +23.8% | -7.6% | +31.4% | +22.3% |
| YTD | -20.7% | +5.7% | -26.4% | -28.0% |
| 1Y | -8.1% | +7.8% | -15.9% | -19.1% |
| All | -8.1% | +7.4% | -15.4% | -19.1% |
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 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