-81.2%
PATH vs UL
+23.7%
-104.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -5.3% | +1.1% | -6.5% | -5.6% |
| 30D | -0.5% | +8.2% | -8.8% | -2.7% |
| 3M | -7.1% | +4.5% | -11.7% | -8.3% |
| 6M | +23.8% | +12.6% | +11.3% | +19.7% |
| YTD | -20.7% | +3.5% | -24.2% | -22.2% |
| 1Y | -8.1% | -0.4% | -7.6% | -8.7% |
| 3Y | -21.8% | +36.0% | -57.8% | -36.0% |
| 5Y | -76.8% | +30.9% | -107.8% | -81.5% |
| All | -81.2% | +23.7% | -104.8% | -83.9% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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