-8.1%
PATH vs UPS
+23.1%
-31.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | -0.1% |
| 7D | +0.7% | -0.6% | +1.3% | +0.8% |
| 30D | -1.1% | +16.4% | -17.6% | -2.5% |
| 3M | -14.2% | +7.9% | -22.1% | -14.8% |
| 6M | +30.9% | +15.8% | +15.0% | +31.6% |
| YTD | -20.1% | +16.6% | -36.6% | -13.4% |
| 1Y | -8.1% | +22.3% | -30.4% | +7.1% |
| All | -8.1% | +23.1% | -31.2% | +7.1% |
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