-81.0%
PATH vs XPO
+305.4%
-386.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.2% |
| 7D | -2.7% | +0.5% | -3.2% | -3.1% |
| 30D | -1.4% | +4.7% | -6.0% | -3.7% |
| 3M | -16.4% | -7.1% | -9.3% | -14.4% |
| 6M | +23.3% | -6.3% | +29.5% | +24.7% |
| YTD | -19.8% | +39.1% | -58.9% | -35.2% |
| 1Y | -8.6% | +36.7% | -45.2% | -25.7% |
| 3Y | -24.0% | +127.4% | -151.5% | -57.4% |
| 5Y | -77.1% | +315.0% | -392.1% | -92.2% |
| All | -81.0% | +305.4% | -386.4% | -93.3% |
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