-81.1%
PATH vs UPST
-75.8%
-5.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.3% | +1.6% | -2.3% |
| 7D | -5.6% | -10.9% | +5.3% | -2.9% |
| 30D | -0.7% | -7.2% | +6.5% | +1.0% |
| 3M | -5.9% | -26.7% | +20.8% | +1.7% |
| 6M | +21.6% | -29.0% | +50.6% | +31.6% |
| YTD | -20.6% | -49.4% | +28.7% | -7.8% |
| 1Y | -10.6% | -47.0% | +36.4% | +2.4% |
| 3Y | -24.9% | -27.0% | +2.1% | -35.9% |
| 5Y | -76.8% | -93.3% | +16.5% | -77.0% |
| All | -81.1% | -75.8% | -5.4% | -84.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 10y: compounded portfolio wealth divided by compounded UPST 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…
10y analysis · Full analysis span regression · 6 months rolling