-81.1%
PATH vs UDR
-0.4%
-80.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.6% | -3.1% | -3.4% |
| 7D | -5.6% | +4.5% | -10.1% | -8.1% |
| 30D | -0.7% | +9.6% | -10.3% | -6.2% |
| 3M | -5.9% | -2.7% | -3.1% | -4.5% |
| 6M | +21.6% | +1.8% | +19.8% | +19.3% |
| YTD | -20.6% | +5.0% | -25.6% | -24.5% |
| 1Y | -10.6% | +12.1% | -22.7% | -19.0% |
| 3Y | -24.9% | +26.2% | -51.0% | -39.9% |
| 5Y | -76.8% | -17.6% | -59.2% | -76.0% |
| All | -81.1% | -0.4% | -80.7% | -79.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling