+152.2%
XLE vs PATH
-78.0%
+230.3%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.7% | +0.7% | -2.8% |
| 7D | -10.3% | -5.6% | -4.7% | -10.0% |
| 30D | -3.3% | -0.7% | -2.6% | -3.3% |
| 3M | +8.2% | -5.9% | +14.0% | +8.2% |
| 6M | +5.0% | +21.6% | -16.6% | +3.3% |
| YTD | +40.6% | -20.6% | +61.2% | +41.2% |
| 1Y | +45.0% | -10.6% | +55.6% | +44.1% |
| 3Y | +56.3% | -24.9% | +81.2% | +52.9% |
| 5Y | +152.2% | -76.8% | +229.1% | +151.2% |
| All | +152.2% | -78.0% | +230.3% | +151.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling