-80.4%
PATH vs URI
+278.8%
-359.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -4.4% | +7.3% | +4.8% |
| 7D | -4.8% | -4.3% | -0.5% | -3.1% |
| 30D | +2.7% | +4.6% | -1.9% | +0.3% |
| 3M | -4.2% | -2.1% | -2.1% | -4.2% |
| 6M | +24.7% | +21.9% | +2.8% | +9.9% |
| YTD | -17.6% | +39.7% | -57.3% | -35.3% |
| 1Y | -5.3% | +32.9% | -38.2% | -23.6% |
| 3Y | -22.0% | +155.8% | -177.8% | -60.9% |
| 5Y | -76.5% | +202.4% | -279.0% | -90.6% |
| All | -80.4% | +278.8% | -359.2% | -92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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