-79.7%
PATH vs XLP
+37.9%
-117.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.1% | -7.4% |
| 7D | -22.8% | -1.4% | -21.3% | -22.1% |
| 30D | -6.9% | -1.3% | -5.6% | -6.3% |
| 3M | +25.4% | +1.8% | +23.6% | +24.2% |
| 6M | +18.1% | -0.8% | +18.9% | +18.3% |
| YTD | -14.5% | +9.5% | -24.0% | -20.9% |
| 1Y | +18.7% | +7.2% | +11.6% | +11.2% |
| 3Y | -24.2% | +27.1% | -51.3% | -40.8% |
| 5Y | -75.2% | +32.0% | -107.2% | -80.0% |
| All | -79.7% | +37.9% | -117.6% | -82.6% |
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