-81.1%
PATH vs UPS
-20.8%
-60.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.9% | -0.8% | -2.3% |
| 7D | -5.6% | +3.5% | -9.0% | -7.1% |
| 30D | -0.7% | +19.3% | -19.9% | -8.8% |
| 3M | -5.9% | +4.7% | -10.6% | -8.0% |
| 6M | +21.6% | +17.0% | +4.6% | +12.0% |
| YTD | -20.6% | +17.3% | -37.9% | -28.4% |
| 1Y | -10.6% | +27.4% | -37.9% | -23.4% |
| 3Y | -24.9% | -7.7% | -17.2% | -26.4% |
| 5Y | -76.8% | -32.4% | -44.4% | -72.4% |
| All | -81.1% | -20.8% | -60.3% | -73.7% |
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