-77.1%
PATH vs UL
+31.7%
-108.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -0.9% | -1.1% |
| 7D | -2.3% | +2.6% | -4.8% | -3.0% |
| 30D | -4.8% | +6.8% | -11.6% | -6.7% |
| 3M | -17.7% | +5.7% | -23.4% | -19.1% |
| 6M | +18.9% | +15.9% | +3.0% | +13.7% |
| YTD | -21.7% | +4.3% | -26.0% | -23.5% |
| 1Y | -9.6% | -0.4% | -9.2% | -10.2% |
| 3Y | -25.8% | +35.0% | -60.8% | -40.2% |
| 5Y | -77.1% | +31.6% | -108.7% | -82.2% |
| All | -77.1% | +31.7% | -108.8% | -82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling