-81.2%
PATH vs UMC
+114.6%
-195.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -3.1% |
| 7D | -2.7% | -9.2% | +6.5% | +0.3% |
| 30D | -3.7% | -35.1% | +31.4% | +13.4% |
| 3M | -13.8% | -20.5% | +6.7% | -8.9% |
| 6M | +20.3% | -1.7% | +22.0% | +3.9% |
| YTD | -20.8% | +92.8% | -113.6% | -58.0% |
| 1Y | -9.2% | +104.5% | -113.7% | -53.7% |
| 3Y | -21.8% | +129.8% | -151.6% | -65.7% |
| 5Y | -77.4% | +74.0% | -151.4% | -88.8% |
| All | -81.2% | +114.6% | -195.8% | -91.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling