-78.0%
PATH vs UNP
+48.7%
-126.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.2% | -16.8% | -16.7% |
| 7D | -16.3% | -5.3% | -11.0% | -14.1% |
| 30D | +9.9% | -1.5% | +11.5% | +10.7% |
| 3M | +30.2% | +10.3% | +19.9% | +23.3% |
| 6M | +37.2% | +9.7% | +27.6% | +29.1% |
| YTD | -7.3% | +27.1% | -34.4% | -20.5% |
| 1Y | +40.0% | +32.6% | +7.4% | +16.9% |
| 3Y | -4.4% | +40.0% | -44.4% | -23.1% |
| 5Y | -76.0% | +50.8% | -126.9% | -80.6% |
| All | -78.0% | +48.7% | -126.7% | -82.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 UNP 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