-80.4%
PATH vs UNP
+58.4%
-138.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.7% | +1.2% | +2.1% |
| 7D | -4.8% | +3.6% | -8.4% | -6.4% |
| 30D | +2.7% | +11.4% | -8.7% | -2.5% |
| 3M | -4.2% | +4.6% | -8.8% | -6.4% |
| 6M | +24.7% | +18.3% | +6.5% | +13.8% |
| YTD | -17.6% | +35.4% | -53.0% | -31.5% |
| 1Y | -5.3% | +42.6% | -47.9% | -23.7% |
| 3Y | -22.0% | +55.4% | -77.4% | -40.4% |
| 5Y | -76.5% | +45.6% | -122.1% | -81.8% |
| All | -80.4% | +58.4% | -138.9% | -84.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling