-80.4%
PATH vs UPST
-74.4%
-6.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | +0.4% |
| 7D | -4.8% | -3.1% | -1.6% | -4.2% |
| 30D | +2.7% | -4.0% | +6.6% | +3.5% |
| 3M | -4.2% | -22.9% | +18.7% | +2.2% |
| 6M | +24.7% | -27.1% | +51.9% | +34.1% |
| YTD | -17.6% | -46.5% | +29.0% | -5.6% |
| 1Y | -5.3% | -49.4% | +44.1% | +9.5% |
| 3Y | -22.0% | -22.9% | +0.9% | -34.4% |
| 5Y | -76.5% | -92.7% | +16.2% | -77.1% |
| All | -80.4% | -74.4% | -6.0% | -83.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling