-78.0%
PATH vs XLU
+48.9%
-126.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.1% | -16.7% | -16.7% |
| 7D | -16.3% | +0.8% | -17.1% | -16.5% |
| 30D | +9.9% | -1.3% | +11.2% | +10.2% |
| 3M | +30.2% | -1.3% | +31.5% | +30.0% |
| 6M | +37.2% | -7.6% | +44.9% | +39.7% |
| YTD | -7.3% | +2.3% | -9.6% | -10.2% |
| 1Y | +40.0% | +5.8% | +34.2% | +33.6% |
| 3Y | -4.4% | +50.5% | -54.9% | -23.7% |
| 5Y | -76.0% | +44.1% | -120.2% | -80.5% |
| All | -78.0% | +48.9% | -126.9% | -81.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling