-75.2%
PATH vs XLY
+29.1%
-104.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.8% | -7.0% | -6.7% |
| 7D | -22.8% | -0.5% | -22.2% | -21.9% |
| 30D | -6.9% | -4.9% | -2.0% | 0.0% |
| 3M | +25.4% | -1.0% | +26.4% | +27.4% |
| 6M | +18.1% | 0.0% | +18.1% | +16.2% |
| YTD | -14.5% | -4.2% | -10.4% | -11.0% |
| 1Y | +18.7% | -2.7% | +21.4% | +20.2% |
| 3Y | -24.2% | +38.4% | -62.6% | -56.6% |
| 5Y | -75.2% | +28.9% | -104.1% | -83.3% |
| All | -75.2% | +29.1% | -104.3% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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