-25.8%
PATH vs PBR
+68.2%
-94.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -2.3% | -13.3% | +11.0% | -1.1% |
| 30D | -4.8% | -27.7% | +22.9% | -2.4% |
| 3M | -17.7% | +2.7% | -20.4% | -18.8% |
| 6M | +18.9% | -6.7% | +25.6% | +18.7% |
| YTD | -21.7% | +60.9% | -82.7% | -28.7% |
| 1Y | -9.6% | +46.6% | -56.2% | -16.1% |
| 3Y | -25.8% | +69.1% | -94.9% | -36.3% |
| All | -25.8% | +68.2% | -94.0% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling