-80.4%
PATH vs UPS
-18.5%
-62.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +4.7% | -1.8% | +0.7% |
| 7D | -4.8% | +8.2% | -13.0% | -8.3% |
| 30D | +2.7% | +22.7% | -20.1% | -7.0% |
| 3M | -4.2% | +6.4% | -10.6% | -7.0% |
| 6M | +24.7% | +22.6% | +2.1% | +12.3% |
| YTD | -17.6% | +20.7% | -38.3% | -26.7% |
| 1Y | -5.3% | +30.6% | -36.0% | -19.8% |
| 3Y | -22.0% | -5.0% | -17.0% | -24.6% |
| 5Y | -76.5% | -31.3% | -45.2% | -72.5% |
| All | -80.4% | -18.5% | -62.0% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling