-77.4%
PATH vs JBL
+299.1%
-376.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.6% | -5.8% | -2.3% |
| 7D | -2.7% | -5.2% | +2.5% | -1.0% |
| 30D | -3.7% | -17.5% | +13.8% | +3.0% |
| 3M | -13.8% | -26.0% | +12.2% | -5.1% |
| 6M | +20.3% | -28.9% | +49.2% | +31.7% |
| YTD | -20.8% | +10.8% | -31.7% | -33.7% |
| 1Y | -9.2% | +18.3% | -27.5% | -27.0% |
| 3Y | -21.8% | +102.2% | -124.0% | -58.2% |
| 5Y | -77.4% | +303.2% | -380.6% | -94.2% |
| All | -77.4% | +299.1% | -376.6% | -94.2% |
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