-10.6%
PATH vs XLP
+23.5%
-34.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.8% | -3.0% | -4.0% |
| 7D | -5.6% | +3.5% | -9.1% | -4.4% |
| 30D | -0.7% | +11.6% | -12.2% | +3.9% |
| 3M | -5.9% | +7.6% | -13.5% | -3.3% |
| 6M | +21.6% | +10.0% | +11.6% | +28.0% |
| YTD | -20.6% | +19.7% | -40.4% | -5.4% |
| 1Y | -10.6% | +23.5% | -34.0% | +8.9% |
| All | -10.6% | +23.5% | -34.1% | +8.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling