-21.8%
PATH vs UPS
-8.0%
-13.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.9% |
| 7D | -5.6% | +3.5% | -9.0% | -6.5% |
| 30D | -0.7% | +19.3% | -19.9% | -5.6% |
| 3M | -5.9% | +4.7% | -10.6% | -7.2% |
| 6M | +21.6% | +17.0% | +4.6% | +16.1% |
| YTD | -20.6% | +17.3% | -37.9% | -25.2% |
| 1Y | -10.6% | +27.4% | -37.9% | -18.5% |
| All | -21.8% | -8.0% | -13.8% | -37.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling