+224.9%
XLE vs PATH
-79.4%
+304.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +2.9% | -7.6% | -4.9% |
| 7D | -7.2% | -4.8% | -2.4% | -7.0% |
| 30D | +0.1% | +2.7% | -2.5% | -0.1% |
| 3M | +9.2% | -4.2% | +13.4% | +9.1% |
| 6M | +8.4% | +24.7% | -16.4% | +6.5% |
| YTD | +44.9% | -17.6% | +62.5% | +45.2% |
| 1Y | +49.9% | -5.3% | +55.2% | +48.5% |
| 3Y | +61.1% | -22.0% | +83.1% | +57.6% |
| 5Y | +163.4% | -76.5% | +239.9% | +160.2% |
| All | +224.9% | -79.4% | +304.2% | +223.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling