-21.8%
PATH vs XLU
+52.2%
-74.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -5.3% | -0.7% | -4.6% | -5.3% |
| 30D | -0.5% | +4.8% | -5.3% | -0.7% |
| 3M | -7.1% | +0.2% | -7.3% | -7.2% |
| 6M | +23.8% | -4.3% | +28.2% | +24.3% |
| YTD | -20.7% | +3.1% | -23.8% | -23.5% |
| 1Y | -8.1% | +0.3% | -8.4% | -10.2% |
| 3Y | -21.8% | +52.9% | -74.7% | -43.0% |
| All | -21.8% | +52.2% | -74.1% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 XLU 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