-75.7%
PATH vs XYL
-17.7%
-58.0%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.0% | -14.6% | -15.0% |
| 7D | -16.3% | -5.0% | -11.3% | -12.5% |
| 30D | +9.9% | -13.2% | +23.1% | +23.2% |
| 3M | +30.2% | -3.7% | +33.9% | +33.2% |
| 6M | +37.2% | -17.7% | +54.9% | +57.5% |
| YTD | -7.3% | -21.5% | +14.2% | +9.7% |
| 1Y | +40.0% | -24.5% | +64.5% | +71.3% |
| 3Y | -4.4% | +6.9% | -11.3% | -20.9% |
| All | -75.7% | -17.7% | -58.0% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling