+63.0%
XLE vs PATH
-21.4%
+84.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.8% |
| 7D | -7.2% | -4.8% | -2.4% | -7.0% |
| 30D | +0.1% | +2.7% | -2.5% | 0.0% |
| 3M | +9.2% | -4.2% | +13.4% | +9.1% |
| 6M | +8.4% | +24.7% | -16.4% | +6.7% |
| YTD | +44.9% | -17.6% | +62.5% | +45.3% |
| 1Y | +49.9% | -5.3% | +55.2% | +48.4% |
| All | +63.0% | -21.4% | +84.4% | +56.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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