-81.2%
PATH vs PBR
+638.9%
-720.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | 0.0% |
| 7D | -2.7% | -13.3% | +10.6% | -1.0% |
| 30D | -3.7% | -27.5% | +23.8% | -0.1% |
| 3M | -13.8% | +5.2% | -18.9% | -15.0% |
| 6M | +20.3% | -6.4% | +26.7% | +20.3% |
| YTD | -20.8% | +61.6% | -82.4% | -27.6% |
| 1Y | -9.2% | +48.9% | -58.1% | -15.9% |
| 3Y | -21.8% | +70.0% | -91.8% | -30.0% |
| 5Y | -77.4% | +469.0% | -546.4% | -84.8% |
| All | -81.2% | +638.9% | -720.0% | -88.0% |
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