-81.1%
PATH vs XPO
+278.6%
-359.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XPO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -6.2% | +2.5% | -0.9% |
| 7D | -5.6% | -3.6% | -2.0% | -4.2% |
| 30D | -0.7% | -3.8% | +3.1% | +0.8% |
| 3M | -5.9% | -11.8% | +6.0% | -1.2% |
| 6M | +21.6% | -15.0% | +36.6% | +28.6% |
| YTD | -20.6% | +29.9% | -50.5% | -33.8% |
| 1Y | -10.6% | +27.6% | -38.2% | -25.0% |
| 3Y | -24.9% | +121.9% | -146.8% | -57.6% |
| 5Y | -76.8% | +277.9% | -354.7% | -91.9% |
| All | -81.1% | +278.6% | -359.7% | -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 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