-6.1%
PATH vs PBF
+65.3%
-71.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.4% |
| 7D | -16.3% | +4.3% | -20.6% | -16.8% |
| 30D | +9.9% | +22.0% | -12.1% | +6.5% |
| 3M | +30.2% | +74.5% | -44.3% | +18.5% |
| 6M | +37.2% | +67.7% | -30.5% | +24.4% |
| YTD | -7.3% | +179.2% | -186.5% | -23.9% |
| 1Y | +40.0% | +170.0% | -130.0% | +13.9% |
| All | -6.1% | +65.3% | -71.5% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling