-81.1%
PATH vs UMC
+92.9%
-174.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -16.7% | +13.0% | +3.0% |
| 7D | -5.6% | -25.8% | +20.2% | +5.7% |
| 30D | -0.7% | -42.3% | +41.6% | +22.8% |
| 3M | -5.9% | -30.6% | +24.8% | +5.3% |
| 6M | +21.6% | -2.8% | +24.4% | +3.6% |
| YTD | -20.6% | +73.2% | -93.8% | -55.9% |
| 1Y | -10.6% | +75.5% | -86.0% | -50.8% |
| 3Y | -24.9% | +98.0% | -122.9% | -64.4% |
| 5Y | -76.8% | +62.7% | -139.6% | -88.2% |
| All | -81.1% | +92.9% | -174.0% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling