-78.0%
PATH vs JBL
+492.0%
-569.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +1.5% | -18.2% | -17.3% |
| 7D | -16.3% | +3.0% | -19.3% | -17.4% |
| 30D | +9.9% | -8.3% | +18.2% | +13.3% |
| 3M | +30.2% | -16.9% | +47.1% | +38.1% |
| 6M | +37.2% | +21.8% | +15.5% | +17.0% |
| YTD | -7.3% | +36.3% | -43.6% | -26.9% |
| 1Y | +40.0% | +49.5% | -9.5% | +4.2% |
| 3Y | -4.4% | +170.6% | -175.0% | -55.0% |
| 5Y | -76.0% | +408.4% | -484.4% | -93.7% |
| All | -78.0% | +492.0% | -569.9% | -94.6% |
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