-76.5%
PATH vs XLP
+45.3%
-121.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +0.9% |
| 7D | -4.8% | +5.9% | -10.7% | -8.0% |
| 30D | +2.7% | +13.5% | -10.8% | -5.0% |
| 3M | -4.2% | +8.4% | -12.6% | -8.9% |
| 6M | +24.7% | +11.5% | +13.2% | +16.3% |
| YTD | -17.6% | +20.6% | -38.2% | -28.9% |
| 1Y | -5.3% | +24.3% | -29.6% | -20.7% |
| 3Y | -22.0% | +45.1% | -67.1% | -47.2% |
| 5Y | -76.5% | +44.6% | -121.1% | -83.0% |
| All | -76.5% | +45.3% | -121.8% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling