-75.7%
PATH vs U
-68.9%
-6.8%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.9% |
| 1Y | +40.0% | +3.7% | +36.3% | +25.8% |
| 3Y | -4.4% | +12.3% | -16.7% | -27.8% |
| All | -75.7% | -68.9% | -6.8% | -70.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling