-75.2%
PATH vs PBR
+459.2%
-534.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +1.2% |
| 7D | +2.1% | -1.0% | +3.1% | +2.2% |
| 30D | +1.6% | -29.3% | +30.9% | +5.0% |
| 3M | -20.4% | +5.5% | -26.0% | -21.5% |
| 6M | +40.1% | -2.9% | +43.0% | +39.4% |
| YTD | -19.0% | +61.5% | -80.5% | -25.0% |
| 1Y | -5.8% | +46.9% | -52.7% | -11.6% |
| 3Y | -22.9% | +66.4% | -89.4% | -29.7% |
| All | -75.2% | +459.2% | -534.4% | -82.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling