-77.4%
PATH vs UMC
+71.9%
-149.3%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.7% | -3.2% |
| 7D | -2.7% | -9.2% | +6.5% | +0.3% |
| 30D | -3.7% | -35.1% | +31.4% | +13.5% |
| 3M | -13.8% | -20.5% | +6.7% | -8.9% |
| 6M | +20.3% | -1.7% | +22.0% | +2.8% |
| YTD | -20.8% | +92.8% | -113.6% | -59.7% |
| 1Y | -9.2% | +104.5% | -113.7% | -55.8% |
| 3Y | -21.8% | +129.8% | -151.6% | -68.1% |
| 5Y | -77.4% | +74.0% | -151.4% | -89.3% |
| All | -77.4% | +71.9% | -149.3% | -89.3% |
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 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