-81.1%
PATH vs XLP
+50.7%
-131.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -3.3% |
| 7D | -5.6% | +3.5% | -9.1% | -7.3% |
| 30D | -0.7% | +11.6% | -12.2% | -6.5% |
| 3M | -5.9% | +7.6% | -13.5% | -9.6% |
| 6M | +21.6% | +10.0% | +11.6% | +15.2% |
| YTD | -20.6% | +19.7% | -40.4% | -30.1% |
| 1Y | -10.6% | +23.5% | -34.0% | -23.3% |
| 3Y | -24.9% | +44.0% | -68.9% | -46.0% |
| 5Y | -76.8% | +42.7% | -119.5% | -82.1% |
| All | -81.1% | +50.7% | -131.9% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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