+15.6%
XLE vs PATH
+38.1%
-22.5%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.8% | -0.9% |
| 7D | +2.2% | -16.3% | +18.5% | +2.2% |
| 30D | +11.8% | +9.9% | +1.9% | +12.0% |
| 3M | +9.8% | +30.2% | -20.3% | +10.4% |
| 6M | +15.6% | +37.2% | -21.6% | +15.4% |
| All | +15.6% | +38.1% | -22.5% | +15.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling