-81.4%
PATH vs XYL
-3.8%
-77.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.4% | +1.3% | +0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.8% |
| 30D | -4.8% | -5.7% | +0.9% | -2.6% |
| 3M | -17.7% | -19.8% | +2.1% | -4.8% |
| 6M | +18.9% | -14.2% | +33.1% | +29.4% |
| YTD | -21.7% | -28.1% | +6.4% | -3.9% |
| 1Y | -9.6% | -35.0% | +25.3% | +21.2% |
| 3Y | -25.8% | +2.1% | -27.9% | -37.3% |
| 5Y | -77.1% | -22.1% | -55.0% | -79.7% |
| All | -81.4% | -3.8% | -77.6% | -83.3% |
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 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