-81.1%
PATH vs XRT
+10.4%
-91.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.8% | -0.9% | -0.5% |
| 7D | -5.6% | +2.3% | -7.9% | -8.3% |
| 30D | -0.7% | +9.8% | -10.5% | -11.3% |
| 3M | -5.9% | -0.2% | -5.7% | -6.5% |
| 6M | +21.6% | +8.4% | +13.2% | +9.2% |
| YTD | -20.6% | +7.5% | -28.1% | -28.8% |
| 1Y | -10.6% | +13.2% | -23.7% | -24.7% |
| 3Y | -24.9% | +52.0% | -76.9% | -57.6% |
| 5Y | -76.8% | -3.2% | -73.7% | -79.5% |
| All | -81.1% | +10.4% | -91.6% | -83.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling