+40.0%
PATH vs UMC
+209.4%
-169.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +4.6% | -21.2% | -16.8% |
| 7D | -16.3% | +5.0% | -21.3% | -16.5% |
| 30D | +9.9% | +7.7% | +2.2% | +9.4% |
| 3M | +30.2% | +1.7% | +28.5% | +27.4% |
| 6M | +37.2% | +113.9% | -76.7% | +19.6% |
| YTD | -7.3% | +168.9% | -176.2% | -31.8% |
| 1Y | +40.0% | +207.2% | -167.2% | -3.4% |
| All | +40.0% | +209.4% | -169.4% | -3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 1y: compounded portfolio wealth divided by compounded UMC 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…
1y analysis · Full analysis span regression · 6 months rolling