-81.1%
PATH vs JBL
+350.5%
-431.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -8.6% | +4.9% | -0.4% |
| 7D | -5.6% | -17.9% | +12.3% | +1.5% |
| 30D | -0.7% | -23.6% | +22.9% | +9.5% |
| 3M | -5.9% | -30.2% | +24.3% | +6.1% |
| 6M | +21.6% | -29.9% | +51.5% | +32.4% |
| YTD | -20.6% | +3.7% | -24.4% | -31.6% |
| 1Y | -10.6% | +8.5% | -19.1% | -25.1% |
| 3Y | -24.9% | +85.1% | -110.0% | -57.6% |
| 5Y | -76.8% | +267.8% | -344.6% | -93.2% |
| All | -81.1% | +350.5% | -431.7% | -94.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling