-21.8%
PATH vs XYL
+7.6%
-29.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -1.0% | -2.7% | -3.2% |
| 7D | -5.6% | +10.2% | -15.8% | -9.8% |
| 30D | -0.7% | -4.3% | +3.6% | +0.5% |
| 3M | -5.9% | -17.8% | +12.0% | +3.1% |
| 6M | +21.6% | -13.4% | +35.0% | +29.0% |
| YTD | -20.6% | -25.7% | +5.1% | -9.0% |
| 1Y | -10.6% | -32.7% | +22.1% | +10.2% |
| All | -21.8% | +7.6% | -29.4% | -50.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling