-21.8%
PATH vs UEC
+19.3%
-41.1%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.8% | -6.9% | -0.9% |
| 7D | -5.3% | -10.2% | +4.9% | -4.2% |
| 30D | -0.5% | -26.9% | +26.4% | +2.9% |
| 3M | -7.1% | -35.7% | +28.5% | -2.7% |
| 6M | +23.8% | -56.1% | +79.9% | +34.4% |
| YTD | -20.7% | -40.8% | +20.1% | -18.5% |
| 1Y | -8.1% | -43.4% | +35.3% | -4.9% |
| 3Y | -21.8% | +25.4% | -47.2% | -25.3% |
| All | -21.8% | +19.3% | -41.1% | -25.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 3y: compounded portfolio wealth divided by compounded UEC 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…
3y analysis · Full analysis span regression · 6 months rolling