-81.0%
PATH vs UPS
-19.8%
-61.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.3% | +1.2% | +1.8% |
| 7D | -2.7% | -1.6% | -1.1% | -2.0% |
| 30D | -1.4% | +17.9% | -19.3% | -9.0% |
| 3M | -16.4% | +9.4% | -25.8% | -19.9% |
| 6M | +23.3% | +16.2% | +7.1% | +13.9% |
| YTD | -19.8% | +18.8% | -38.6% | -28.1% |
| 1Y | -8.6% | +26.1% | -34.7% | -21.1% |
| 3Y | -24.0% | -4.5% | -19.6% | -27.2% |
| 5Y | -77.1% | -33.2% | -43.9% | -73.0% |
| All | -81.0% | -19.8% | -61.2% | -73.6% |
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