+40.0%
PATH vs XRT
+3.4%
+36.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -17.1% |
| 7D | -16.3% | +0.8% | -17.1% | -16.7% |
| 30D | +9.9% | -4.2% | +14.1% | +12.4% |
| 3M | +30.2% | +5.1% | +25.1% | +27.5% |
| 6M | +37.2% | +2.4% | +34.8% | +36.1% |
| YTD | -7.3% | +3.2% | -10.5% | -8.5% |
| 1Y | +40.0% | +1.5% | +38.5% | +32.7% |
| All | +40.0% | +3.4% | +36.6% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 1y: compounded portfolio wealth divided by compounded XRT 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…
1y analysis · Full analysis span regression · 6 months rolling