-81.2%
PATH vs UMC
+99.6%
-180.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.5% |
| 7D | -5.3% | -17.0% | +11.6% | +1.4% |
| 30D | -0.5% | -40.6% | +40.0% | +21.5% |
| 3M | -7.1% | -27.9% | +20.7% | +2.2% |
| 6M | +23.8% | -7.5% | +31.3% | +9.4% |
| YTD | -20.7% | +79.3% | -100.0% | -56.6% |
| 1Y | -8.1% | +92.8% | -100.9% | -52.1% |
| 3Y | -21.8% | +108.2% | -130.0% | -63.9% |
| 5Y | -76.8% | +68.4% | -145.3% | -88.4% |
| All | -81.2% | +99.6% | -180.8% | -91.1% |
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