-78.0%
PATH vs XPO
+314.2%
-392.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.5% | -21.1% | -18.6% |
| 7D | -16.3% | +2.4% | -18.7% | -17.6% |
| 30D | +9.9% | -3.5% | +13.4% | +11.1% |
| 3M | +30.2% | -11.9% | +42.1% | +36.1% |
| 6M | +37.2% | -10.0% | +47.2% | +39.8% |
| YTD | -7.3% | +42.1% | -49.4% | -25.5% |
| 1Y | +40.0% | +47.6% | -7.6% | +9.5% |
| 3Y | -4.4% | +153.6% | -158.0% | -49.8% |
| 5Y | -76.0% | +266.5% | -342.5% | -91.8% |
| All | -78.0% | +314.2% | -392.2% | -92.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling