-78.0%
PATH vs UL
+20.3%
-98.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.6% | -16.6% |
| 7D | -16.3% | -1.3% | -15.0% | -16.0% |
| 30D | +9.9% | +0.5% | +9.4% | +9.8% |
| 3M | +30.2% | +17.6% | +12.6% | +24.6% |
| 6M | +37.2% | -5.4% | +42.6% | +39.5% |
| YTD | -7.3% | +0.7% | -8.0% | -8.3% |
| 1Y | +40.0% | -9.3% | +49.3% | +43.8% |
| 3Y | -4.4% | +24.5% | -28.9% | -18.2% |
| 5Y | -76.0% | +23.2% | -99.2% | -80.8% |
| All | -78.0% | +20.3% | -98.3% | -81.1% |
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