-78.0%
PATH vs PBR
+710.1%
-788.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.9% | -14.7% | -16.4% |
| 7D | -16.3% | +8.6% | -24.9% | -17.2% |
| 30D | +9.9% | +12.8% | -2.9% | +8.1% |
| 3M | +30.2% | +14.7% | +15.5% | +27.4% |
| 6M | +37.2% | +25.2% | +12.0% | +32.3% |
| YTD | -7.3% | +77.1% | -84.5% | -15.6% |
| 1Y | +40.0% | +69.6% | -29.6% | +28.1% |
| 3Y | -4.4% | +95.6% | -100.0% | -15.6% |
| 5Y | -76.0% | +501.8% | -577.8% | -83.9% |
| All | -78.0% | +710.1% | -788.1% | -86.0% |
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