-8.6%
PATH vs PBR
+40.6%
-49.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +2.2% |
| 7D | -2.7% | -9.1% | +6.4% | -3.4% |
| 30D | -1.4% | -29.9% | +28.5% | -3.9% |
| 3M | -16.4% | +2.3% | -18.7% | -15.9% |
| 6M | +23.3% | -10.9% | +34.2% | +23.5% |
| YTD | -19.8% | +56.9% | -76.7% | -6.4% |
| 1Y | -8.6% | +38.0% | -46.6% | +17.7% |
| All | -8.6% | +40.6% | -49.2% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling