-21.8%
PATH vs UMC
+107.6%
-129.4%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -0.6% |
| 7D | -5.3% | -17.0% | +11.6% | -2.7% |
| 30D | -0.5% | -40.6% | +40.0% | +7.7% |
| 3M | -7.1% | -27.9% | +20.7% | -3.6% |
| 6M | +23.8% | -7.5% | +31.3% | +14.9% |
| YTD | -20.7% | +79.3% | -100.0% | -44.8% |
| 1Y | -8.1% | +92.8% | -100.9% | -38.1% |
| 3Y | -21.8% | +108.2% | -130.0% | -56.2% |
| All | -21.8% | +107.6% | -129.4% | -56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling