-80.4%
PATH vs UAL
+132.1%
-212.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +8.0% | -5.1% | 0.0% |
| 7D | -4.8% | +11.9% | -16.7% | -8.8% |
| 30D | +2.7% | +5.2% | -2.6% | +0.4% |
| 3M | -4.2% | -12.7% | +8.5% | -0.2% |
| 6M | +24.7% | +28.5% | -3.8% | +10.7% |
| YTD | -17.6% | +3.5% | -21.1% | -21.9% |
| 1Y | -5.3% | +27.5% | -32.9% | -18.3% |
| 3Y | -22.0% | +208.6% | -230.6% | -58.5% |
| 5Y | -76.5% | +135.6% | -212.1% | -87.0% |
| All | -80.4% | +132.1% | -212.5% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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