-8.6%
PATH vs XYL
-33.6%
+25.0%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.6% | -0.3% |
| 7D | -2.7% | +2.1% | -4.8% | -3.0% |
| 30D | -3.7% | -3.4% | -0.4% | -3.1% |
| 3M | -13.8% | -17.2% | +3.4% | -11.4% |
| 6M | +20.3% | -12.0% | +32.3% | +23.8% |
| YTD | -20.8% | -26.3% | +5.5% | -17.9% |
| All | -8.6% | -33.6% | +25.0% | +10.3% |
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