-80.4%
PATH vs XLP
+51.8%
-132.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.4% | -0.5% | +1.2% |
| 7D | -4.8% | +5.9% | -10.7% | -7.6% |
| 30D | +2.7% | +13.5% | -10.8% | -4.2% |
| 3M | -4.2% | +8.4% | -12.6% | -8.4% |
| 6M | +24.7% | +11.5% | +13.2% | +17.3% |
| YTD | -17.6% | +20.6% | -38.2% | -27.7% |
| 1Y | -5.3% | +24.3% | -29.6% | -19.0% |
| 3Y | -22.0% | +45.1% | -67.1% | -44.2% |
| 5Y | -76.5% | +44.6% | -121.1% | -81.8% |
| All | -80.4% | +51.8% | -132.3% | -84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling