Is there any way in SharePoint 2016 to get a full list of all permissions that has been granted to a user?

I.e. a list including the permissions that is set on the object level. For example: if Alice has granted Bob direct access to the document "Financial Report Q4" that would also show up in the list.

Could such a list be retrieved via PowerShell? Or is there some kind of audit functionality that is built-in to SharePoint?

It would be great to be able to retrieve this information without needing to buy a third-party tool.