-77.0%
PATH vs XLU
+49.0%
-125.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | -5.3% | -0.7% | -4.6% | -5.1% |
| 30D | -0.5% | +4.8% | -5.3% | -2.0% |
| 3M | -7.1% | +0.2% | -7.3% | -7.4% |
| 6M | +23.8% | -4.3% | +28.2% | +24.9% |
| YTD | -20.7% | +3.1% | -23.8% | -23.8% |
| 1Y | -8.1% | +0.3% | -8.4% | -10.5% |
| 3Y | -21.8% | +52.9% | -74.7% | -41.2% |
| All | -77.0% | +49.0% | -125.9% | -82.4% |
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