-81.0%
PATH vs UDR
-2.8%
-78.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | +0.7% | -2.4% | +3.1% | +2.1% |
| 30D | -1.1% | +6.7% | -7.8% | -5.1% |
| 3M | -14.2% | -1.8% | -12.4% | -13.4% |
| 6M | +30.9% | -1.8% | +32.7% | +31.3% |
| YTD | -20.1% | +2.5% | -22.6% | -22.9% |
| 1Y | -8.1% | +7.9% | -16.0% | -14.7% |
| 3Y | -24.3% | +25.1% | -49.4% | -39.3% |
| 5Y | -75.6% | -21.2% | -54.4% | -74.5% |
| All | -81.0% | -2.8% | -78.2% | -78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 UDR 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