-6.1%
PATH vs XLP
+27.4%
-33.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.8% | -15.8% | -16.5% |
| 7D | -16.3% | -1.0% | -15.3% | -16.2% |
| 30D | +9.9% | -0.9% | +10.8% | +10.0% |
| 3M | +30.2% | +3.8% | +26.4% | +29.9% |
| 6M | +37.2% | -1.7% | +39.0% | +38.4% |
| YTD | -7.3% | +10.3% | -17.6% | -10.9% |
| 1Y | +40.0% | +7.8% | +32.2% | +36.1% |
| All | -6.1% | +27.4% | -33.5% | -26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling