-5.3%
PATH vs XLP
+24.3%
-29.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +4.1% |
| 7D | -4.8% | +5.9% | -10.7% | -2.7% |
| 30D | +2.7% | +13.5% | -10.8% | +8.1% |
| 3M | -4.2% | +8.4% | -12.6% | -1.3% |
| 6M | +24.7% | +11.5% | +13.2% | +32.7% |
| YTD | -17.6% | +20.6% | -38.2% | -1.4% |
| 1Y | -5.3% | +24.3% | -29.6% | +10.4% |
| All | -5.3% | +24.3% | -29.6% | +10.4% |
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