-78.0%
PATH vs ULTA
+78.0%
-156.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.3% | -17.9% | -17.2% |
| 7D | -16.3% | +9.0% | -25.3% | -19.7% |
| 30D | +9.9% | +4.6% | +5.3% | +7.1% |
| 3M | +30.2% | +22.0% | +8.2% | +17.7% |
| 6M | +37.2% | -14.7% | +51.9% | +45.5% |
| YTD | -7.3% | -6.8% | -0.6% | -6.4% |
| 1Y | +40.0% | +6.5% | +33.5% | +30.9% |
| 3Y | -4.4% | +35.6% | -40.0% | -26.0% |
| 5Y | -76.0% | +47.6% | -123.7% | -82.9% |
| All | -78.0% | +78.0% | -156.0% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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