-81.0%
PATH vs PBR
+617.5%
-698.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.7% |
| 7D | -2.7% | -9.1% | +6.4% | -1.6% |
| 30D | -1.4% | -29.9% | +28.5% | +2.8% |
| 3M | -16.4% | +2.3% | -18.7% | -17.3% |
| 6M | +23.3% | -10.9% | +34.2% | +24.0% |
| YTD | -19.8% | +56.9% | -76.7% | -26.4% |
| 1Y | -8.6% | +38.0% | -46.6% | -14.3% |
| 3Y | -24.0% | +64.8% | -88.8% | -31.8% |
| 5Y | -77.1% | +447.1% | -524.2% | -84.5% |
| All | -81.0% | +617.5% | -698.5% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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