-78.0%
PATH vs XLRE
+24.3%
-102.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.7% | -15.9% | -15.9% |
| 7D | -16.3% | -1.2% | -15.1% | -15.2% |
| 30D | +9.9% | -2.8% | +12.7% | +13.1% |
| 3M | +30.2% | -0.2% | +30.4% | +30.1% |
| 6M | +37.2% | +1.9% | +35.3% | +32.6% |
| YTD | -7.3% | +10.6% | -17.9% | -18.5% |
| 1Y | +40.0% | +8.8% | +31.2% | +25.0% |
| 3Y | -4.4% | +31.5% | -35.9% | -32.8% |
| 5Y | -76.0% | +6.6% | -82.6% | -79.1% |
| All | -78.0% | +24.3% | -102.2% | -80.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLRE.
Daily Out/Under-Performance
Portfolio return minus XLRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLRE 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 XLRE 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