-5.8%
PATH vs PBR
+46.7%
-52.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.4% |
| 7D | +2.1% | -1.0% | +3.1% | +2.0% |
| 30D | +1.6% | -29.3% | +30.9% | -1.0% |
| 3M | -20.4% | +5.5% | -26.0% | -19.6% |
| 6M | +40.1% | -2.9% | +43.0% | +41.1% |
| YTD | -19.0% | +61.5% | -80.5% | -3.0% |
| 1Y | -5.8% | +46.9% | -52.7% | +21.9% |
| All | -5.8% | +46.7% | -52.6% | +21.9% |
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