-81.2%
PATH vs PBF
+537.4%
-618.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.4% | -3.5% | -0.5% |
| 7D | -2.7% | -7.4% | +4.7% | -1.9% |
| 30D | -3.7% | -17.5% | +13.8% | -1.8% |
| 3M | -13.8% | +13.1% | -26.9% | -15.7% |
| 6M | +20.3% | +72.6% | -52.3% | +10.9% |
| YTD | -20.8% | +161.2% | -182.0% | -31.7% |
| 1Y | -9.2% | +93.3% | -102.6% | -18.6% |
| 3Y | -21.8% | +80.7% | -102.4% | -31.8% |
| 5Y | -77.4% | +396.1% | -473.5% | -83.2% |
| All | -81.2% | +537.4% | -618.6% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling