-8.6%
PATH vs PBR
+47.6%
-56.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -2.7% | -13.3% | +10.6% | -3.7% |
| 30D | -3.7% | -27.5% | +23.8% | -5.9% |
| 3M | -13.8% | +5.2% | -18.9% | -13.1% |
| 6M | +20.3% | -6.4% | +26.7% | +21.0% |
| YTD | -20.8% | +61.6% | -82.4% | -9.2% |
| All | -8.6% | +47.6% | -56.2% | +10.7% |
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