-81.2%
PATH vs PBF
+516.5%
-597.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -2.9% |
| 7D | -5.3% | -13.8% | +8.4% | -3.7% |
| 30D | -0.5% | -19.6% | +19.1% | +1.7% |
| 3M | -7.1% | +10.3% | -17.4% | -9.0% |
| 6M | +23.8% | +63.4% | -39.6% | +14.9% |
| YTD | -20.7% | +152.6% | -173.3% | -31.3% |
| 1Y | -8.1% | +87.4% | -95.4% | -17.3% |
| 3Y | -21.8% | +63.3% | -85.1% | -31.1% |
| 5Y | -76.8% | +412.5% | -489.3% | -82.9% |
| All | -81.2% | +516.5% | -597.6% | -86.1% |
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