-77.1%
PATH vs XLU
+52.6%
-129.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.0% | -1.1% |
| 7D | -2.3% | +0.7% | -3.0% | -2.5% |
| 30D | -4.8% | +5.6% | -10.4% | -6.5% |
| 3M | -17.7% | +2.1% | -19.8% | -18.4% |
| 6M | +18.9% | -0.9% | +19.8% | +18.3% |
| YTD | -21.7% | +4.6% | -26.3% | -25.2% |
| 1Y | -9.6% | +0.3% | -10.0% | -11.7% |
| 3Y | -25.8% | +58.6% | -84.4% | -45.2% |
| 5Y | -77.1% | +51.5% | -128.6% | -82.5% |
| All | -77.1% | +52.6% | -129.7% | -82.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling