-81.2%
PATH vs XYL
-2.9%
-78.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +1.5% |
| 7D | -5.3% | +5.9% | -11.2% | -9.4% |
| 30D | -0.5% | -3.9% | +3.4% | +0.5% |
| 3M | -7.1% | -18.7% | +11.5% | +6.3% |
| 6M | +23.8% | -16.9% | +40.7% | +38.2% |
| YTD | -20.7% | -27.4% | +6.7% | -3.3% |
| 1Y | -8.1% | -34.0% | +26.0% | +22.0% |
| 3Y | -21.8% | +5.6% | -27.4% | -35.8% |
| 5Y | -76.8% | -20.6% | -56.3% | -79.7% |
| All | -81.2% | -2.9% | -78.3% | -83.2% |
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