-81.1%
PATH vs PBR
+657.0%
-738.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.1% | +0.4% | -3.2% |
| 7D | -5.6% | -14.2% | +8.6% | -3.8% |
| 30D | -0.7% | -21.0% | +20.3% | +1.9% |
| 3M | -5.9% | +5.4% | -11.3% | -7.3% |
| 6M | +21.6% | -10.4% | +32.0% | +22.4% |
| YTD | -20.6% | +65.5% | -86.1% | -27.6% |
| 1Y | -10.6% | +61.6% | -72.2% | -18.2% |
| 3Y | -24.9% | +68.9% | -93.8% | -32.7% |
| 5Y | -76.8% | +504.5% | -581.3% | -84.6% |
| All | -81.1% | +657.0% | -738.1% | -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