-77.0%
PATH vs UDR
-18.0%
-59.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +0.7% |
| 7D | -5.3% | +3.0% | -8.3% | -7.1% |
| 30D | -0.5% | +10.3% | -10.8% | -6.8% |
| 3M | -7.1% | -2.9% | -4.2% | -5.5% |
| 6M | +23.8% | +0.3% | +23.5% | +22.4% |
| YTD | -20.7% | +3.8% | -24.5% | -24.3% |
| 1Y | -8.1% | +12.7% | -20.8% | -18.1% |
| 3Y | -21.8% | +27.6% | -49.4% | -40.3% |
| All | -77.0% | -18.0% | -59.0% | -75.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling