+40.0%
PATH vs UPS
+27.3%
+12.7%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.5% | -16.7% |
| 7D | -16.3% | -2.9% | -13.4% | -16.4% |
| 30D | +9.9% | -3.5% | +13.4% | +9.6% |
| 3M | +30.2% | -5.7% | +35.9% | +29.6% |
| 6M | +37.2% | -4.4% | +41.6% | +36.3% |
| YTD | -7.3% | +8.0% | -15.3% | -2.7% |
| 1Y | +40.0% | +29.0% | +11.0% | +56.2% |
| All | +40.0% | +27.3% | +12.7% | +56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UPS.
Daily Out/Under-Performance
Portfolio return minus UPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPS 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 1y: compounded portfolio wealth divided by compounded UPS 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…
1y analysis · Full analysis span regression · 6 months rolling