-75.6%
PATH vs UMC
+82.2%
-157.8%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.0% | +1.7% | +0.5% |
| 7D | +0.7% | +17.8% | -17.1% | -5.9% |
| 30D | -1.1% | -29.6% | +28.5% | +12.7% |
| 3M | -14.2% | -18.4% | +4.2% | -10.2% |
| 6M | +30.9% | -0.1% | +31.0% | +12.1% |
| YTD | -20.1% | +104.0% | -124.1% | -60.2% |
| 1Y | -8.1% | +121.5% | -129.6% | -56.9% |
| 3Y | -24.3% | +135.0% | -159.3% | -68.8% |
| 5Y | -75.6% | +83.0% | -158.6% | -88.8% |
| All | -75.6% | +82.2% | -157.8% | -88.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling