-78.0%
PATH vs U
-56.9%
-21.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.0% | -15.6% | -16.2% |
| 7D | -16.3% | -3.8% | -12.5% | -14.7% |
| 30D | +9.9% | +17.5% | -7.5% | +1.1% |
| 3M | +30.2% | +38.7% | -8.6% | +10.1% |
| 6M | +37.2% | +104.4% | -67.2% | -4.9% |
| YTD | -7.3% | -5.7% | -1.6% | -11.0% |
| 1Y | +40.0% | +3.7% | +36.3% | +25.8% |
| 3Y | -4.4% | +12.3% | -16.7% | -27.9% |
| 5Y | -76.0% | -68.8% | -7.2% | -71.5% |
| All | -78.0% | -56.9% | -21.1% | -78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside U.
Daily Out/Under-Performance
Portfolio return minus U return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × U 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 10y: compounded portfolio wealth divided by compounded U 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…
10y analysis · Full analysis span regression · 6 months rolling