-80.8%
PATH vs UMC
+122.0%
-202.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.2% |
| 7D | +2.1% | +11.2% | -9.1% | -2.4% |
| 30D | +1.6% | -28.0% | +29.6% | +14.7% |
| 3M | -20.4% | -20.5% | +0.1% | -15.8% |
| 6M | +40.1% | -1.6% | +41.7% | +21.6% |
| YTD | -19.0% | +99.4% | -118.4% | -57.6% |
| 1Y | -5.8% | +120.4% | -126.2% | -53.9% |
| 3Y | -22.9% | +134.2% | -157.2% | -66.3% |
| 5Y | -75.3% | +78.8% | -154.1% | -87.9% |
| All | -80.8% | +122.0% | -202.8% | -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