-21.8%
PATH vs UPS
-10.2%
-11.6%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | +0.6% |
| 7D | -5.3% | 0.0% | -5.4% | -5.3% |
| 30D | -0.5% | +17.3% | -17.9% | -5.0% |
| 3M | -7.1% | +6.6% | -13.8% | -8.7% |
| 6M | +23.8% | +12.0% | +11.8% | +19.6% |
| YTD | -20.7% | +14.4% | -35.1% | -24.7% |
| 1Y | -8.1% | +23.3% | -31.4% | -15.4% |
| 3Y | -21.8% | -9.6% | -12.2% | -36.6% |
| All | -21.8% | -10.2% | -11.6% | -36.6% |
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 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