-76.8%
PATH vs JBL
+272.3%
-349.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.6% | +4.9% | -0.5% |
| 7D | -5.6% | -17.9% | +12.3% | +1.4% |
| 30D | -0.7% | -23.6% | +22.9% | +9.4% |
| 3M | -5.9% | -30.2% | +24.3% | +6.0% |
| 6M | +21.6% | -29.9% | +51.5% | +32.2% |
| YTD | -20.6% | +3.7% | -24.4% | -31.8% |
| 1Y | -10.6% | +8.5% | -19.1% | -25.3% |
| 3Y | -24.9% | +85.1% | -110.0% | -58.0% |
| 5Y | -76.8% | +267.8% | -344.6% | -93.9% |
| All | -76.8% | +272.3% | -349.1% | -93.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling