-8.1%
PATH vs PBF
+94.2%
-102.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -7.4% | +3.6% | -3.5% |
| 7D | -5.3% | -13.8% | +8.4% | -4.9% |
| 30D | -0.5% | -19.6% | +19.1% | 0.0% |
| 3M | -7.1% | +10.3% | -17.4% | -7.9% |
| 6M | +23.8% | +63.4% | -39.6% | +20.7% |
| YTD | -20.7% | +152.6% | -173.3% | -19.9% |
| 1Y | -8.1% | +87.4% | -95.4% | -1.8% |
| All | -8.1% | +94.2% | -102.2% | -1.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling