-80.8%
PATH vs UPS
-19.8%
-60.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.8% | -0.5% | +0.4% |
| 7D | +2.1% | +3.8% | -1.7% | +0.3% |
| 30D | +1.6% | +17.4% | -15.7% | -6.0% |
| 3M | -20.4% | +8.2% | -28.6% | -23.4% |
| 6M | +40.1% | +17.9% | +22.2% | +28.5% |
| YTD | -19.0% | +18.7% | -37.7% | -27.4% |
| 1Y | -5.8% | +24.8% | -30.6% | -18.3% |
| 3Y | -22.9% | -4.5% | -18.4% | -26.1% |
| 5Y | -75.3% | -33.2% | -42.1% | -70.8% |
| All | -80.8% | -19.8% | -60.9% | -73.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling