-80.4%
PATH vs XLI
+84.8%
-165.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -1.1% | +4.0% | +4.2% |
| 7D | -4.8% | +0.6% | -5.4% | -5.7% |
| 30D | +2.7% | -0.4% | +3.0% | +2.8% |
| 3M | -4.2% | -8.8% | +4.7% | +6.4% |
| 6M | +24.7% | -0.4% | +25.1% | +21.3% |
| YTD | -17.6% | +10.1% | -27.7% | -32.7% |
| 1Y | -5.3% | +12.3% | -17.6% | -24.9% |
| 3Y | -22.0% | +73.9% | -95.9% | -68.1% |
| 5Y | -76.5% | +73.4% | -149.9% | -90.5% |
| All | -80.4% | +84.8% | -165.2% | -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 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