-80.8%
PATH vs XYL
-6.5%
-74.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +2.1% | -3.7% | +5.8% | +4.8% |
| 30D | +1.6% | -8.3% | +9.9% | +6.1% |
| 3M | -20.4% | -21.4% | +1.0% | -6.6% |
| 6M | +40.1% | -12.9% | +53.1% | +50.1% |
| YTD | -19.0% | -30.1% | +11.0% | +1.3% |
| 1Y | -5.8% | -35.2% | +29.3% | +25.9% |
| 3Y | -22.9% | -0.8% | -22.2% | -33.6% |
| 5Y | -75.3% | -23.2% | -52.1% | -77.7% |
| All | -80.8% | -6.5% | -74.3% | -82.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling