-79.7%
PATH vs JBL
+495.3%
-575.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | +0.6% | -8.3% | -8.0% |
| 7D | -22.8% | +4.4% | -27.2% | -24.3% |
| 30D | -6.9% | -8.4% | +1.5% | -3.9% |
| 3M | +25.4% | -14.2% | +39.6% | +31.1% |
| 6M | +18.1% | +29.6% | -11.5% | -2.3% |
| YTD | -14.5% | +37.1% | -51.6% | -32.8% |
| 1Y | +18.7% | +49.5% | -30.8% | -11.6% |
| 3Y | -24.2% | +192.7% | -216.9% | -66.4% |
| 5Y | -75.2% | +411.3% | -486.5% | -93.5% |
| All | -79.7% | +495.3% | -575.0% | -95.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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