-18.8%
PATH vs U
+49.7%
-68.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.9% | -2.0% | +1.0% |
| 7D | -4.8% | +7.5% | -12.3% | -7.5% |
| 30D | +2.7% | -7.0% | +9.7% | +5.1% |
| 3M | -4.2% | +20.6% | -24.7% | -12.0% |
| 6M | +24.7% | +53.2% | -28.4% | +4.1% |
| YTD | -17.6% | -3.9% | -13.7% | -20.8% |
| 1Y | -5.3% | +18.4% | -23.7% | -17.4% |
| All | -18.8% | +49.7% | -68.4% | -50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling