-81.2%
PATH vs PBR
+646.1%
-727.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.4% | +0.1% |
| 7D | -5.3% | -16.0% | +10.6% | -3.3% |
| 30D | -0.5% | -22.8% | +22.2% | +2.3% |
| 3M | -7.1% | +3.0% | -10.1% | -8.3% |
| 6M | +23.8% | -8.1% | +31.9% | +24.1% |
| YTD | -20.7% | +63.1% | -83.8% | -27.6% |
| 1Y | -8.1% | +59.3% | -67.3% | -15.7% |
| 3Y | -21.8% | +66.1% | -88.0% | -29.8% |
| 5Y | -76.8% | +495.8% | -572.7% | -84.6% |
| All | -81.2% | +646.1% | -727.3% | -88.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling