-21.8%
PATH vs U
+72.0%
-93.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | U | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +14.9% | -18.6% | -9.3% |
| 7D | -5.6% | +24.3% | -29.9% | -13.8% |
| 30D | -0.7% | +8.6% | -9.3% | -4.8% |
| 3M | -5.9% | +37.6% | -43.4% | -18.3% |
| 6M | +21.6% | +78.5% | -56.9% | -4.9% |
| YTD | -20.6% | +10.5% | -31.1% | -28.1% |
| 1Y | -10.6% | +15.2% | -25.8% | -20.9% |
| All | -21.8% | +72.0% | -93.8% | -55.3% |
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 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