-21.8%
PATH vs UL
+39.4%
-61.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -3.6% |
| 7D | -5.6% | +5.5% | -11.1% | -5.0% |
| 30D | -0.7% | +11.4% | -12.1% | +0.5% |
| 3M | -5.9% | +6.0% | -11.8% | -5.3% |
| 6M | +21.6% | +18.0% | +3.6% | +24.8% |
| YTD | -20.6% | +6.2% | -26.8% | -19.9% |
| 1Y | -10.6% | +1.5% | -12.1% | -9.7% |
| All | -21.8% | +39.4% | -61.2% | -24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling