-81.2%
PATH vs XPO
+279.6%
-360.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.3% | -0.3% | -0.2% |
| 7D | -5.3% | -6.7% | +1.3% | -2.4% |
| 30D | -0.5% | -1.9% | +1.4% | +0.1% |
| 3M | -7.1% | -9.9% | +2.7% | -3.5% |
| 6M | +23.8% | -16.4% | +40.2% | +32.0% |
| YTD | -20.7% | +30.2% | -50.9% | -33.9% |
| 1Y | -8.1% | +29.9% | -37.9% | -23.5% |
| 3Y | -21.8% | +122.6% | -144.5% | -56.0% |
| 5Y | -76.8% | +278.9% | -355.7% | -91.9% |
| All | -81.2% | +279.6% | -360.7% | -93.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XPO.
Daily Out/Under-Performance
Portfolio return minus XPO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XPO 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 10y: compounded portfolio wealth divided by compounded XPO 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…
10y analysis · Full analysis span regression · 6 months rolling