-81.1%
PATH vs XLI
+77.2%
-158.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | +1.2% |
| 7D | -5.6% | -4.5% | -1.1% | -0.5% |
| 30D | -0.7% | -5.3% | +4.6% | +5.6% |
| 3M | -5.9% | -12.6% | +6.7% | +9.8% |
| 6M | +21.6% | -5.3% | +26.9% | +25.7% |
| YTD | -20.6% | +5.6% | -26.2% | -31.9% |
| 1Y | -10.6% | +7.3% | -17.8% | -25.1% |
| 3Y | -24.9% | +66.7% | -91.6% | -67.7% |
| 5Y | -76.8% | +64.6% | -141.4% | -90.1% |
| All | -81.1% | +77.2% | -158.3% | -91.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling