-78.0%
PATH vs XRT
+6.0%
-84.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.0% | -17.6% | -17.8% |
| 7D | -16.3% | +0.8% | -17.1% | -17.3% |
| 30D | +9.9% | -4.2% | +14.1% | +14.9% |
| 3M | +30.2% | +5.1% | +25.1% | +22.0% |
| 6M | +37.2% | +2.4% | +34.8% | +31.1% |
| YTD | -7.3% | +3.2% | -10.5% | -12.5% |
| 1Y | +40.0% | +1.5% | +38.5% | +33.9% |
| 3Y | -4.4% | +40.6% | -45.0% | -40.3% |
| 5Y | -76.0% | -1.0% | -75.0% | -78.4% |
| All | -78.0% | +6.0% | -84.0% | -80.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling