-75.7%
PATH vs UEC
+274.7%
-350.4%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -16.7% |
| 7D | -16.3% | -6.9% | -9.4% | -15.0% |
| 30D | +9.9% | +7.6% | +2.3% | +7.9% |
| 3M | +30.2% | -18.4% | +48.6% | +34.0% |
| 6M | +37.2% | -23.3% | +60.5% | +39.6% |
| YTD | -7.3% | -1.2% | -6.1% | -12.4% |
| 1Y | +40.0% | +2.3% | +37.7% | +28.0% |
| 3Y | -4.4% | +162.3% | -166.7% | -39.8% |
| All | -75.7% | +274.7% | -350.4% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling