It goes all the way to Millvale park under the 40th st bridge. The trail is a little rough from the 31st st bridge to the 40th, but it is passable. They are starting to work on the new elevated trail through there too.
My preferred path, although not quite the shortest, from southside, take the trail to smithfield, come across smithfield then left onto ft pitt blvd, right onto commonwealth, left into pt state park, trail over ft duquesne bridge, down to the trail and all the way to millvale.
Coming back the other way, take blvd of the allies instead of ft pitt.