-81.1%
PATH vs UL
+26.9%
-108.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +1.2% | -4.9% | -4.0% |
| 7D | -5.6% | +5.5% | -11.1% | -6.9% |
| 30D | -0.7% | +11.4% | -12.1% | -3.5% |
| 3M | -5.9% | +6.0% | -11.8% | -7.4% |
| 6M | +21.6% | +18.0% | +3.6% | +16.1% |
| YTD | -20.6% | +6.2% | -26.8% | -22.6% |
| 1Y | -10.6% | +1.5% | -12.1% | -11.6% |
| 3Y | -24.9% | +39.8% | -64.7% | -38.9% |
| 5Y | -76.8% | +34.3% | -111.2% | -81.6% |
| All | -81.1% | +26.9% | -108.0% | -84.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling