-75.2%
PATH vs XLU
+52.9%
-128.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | +2.1% | +2.1% | 0.0% | +1.4% |
| 30D | +1.6% | +5.6% | -4.0% | -0.2% |
| 3M | -20.4% | +0.7% | -21.2% | -20.7% |
| 6M | +40.1% | -0.1% | +40.2% | +39.1% |
| YTD | -19.0% | +5.3% | -24.4% | -22.8% |
| 1Y | -5.8% | +2.2% | -8.0% | -8.8% |
| 3Y | -22.9% | +61.6% | -84.6% | -43.7% |
| All | -75.2% | +52.9% | -128.1% | -81.1% |
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