+40.0%
PATH vs XYL
-23.4%
+63.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -16.2% |
| 7D | -16.3% | -5.0% | -11.3% | -15.4% |
| 30D | +9.9% | -13.2% | +23.1% | +12.6% |
| 3M | +30.2% | -3.7% | +33.9% | +32.2% |
| 6M | +37.2% | -17.7% | +54.9% | +43.1% |
| YTD | -7.3% | -21.5% | +14.2% | -3.2% |
| 1Y | +40.0% | -24.5% | +64.5% | +48.3% |
| All | +40.0% | -23.4% | +63.4% | +48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 XYL 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