-76.8%
PATH vs PBF
+433.9%
-510.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.9% | +2.2% | -3.1% |
| 7D | -5.6% | -9.5% | +3.9% | -4.7% |
| 30D | -0.7% | -17.5% | +16.8% | +1.1% |
| 3M | -5.9% | +12.2% | -18.0% | -7.7% |
| 6M | +21.6% | +49.6% | -28.0% | +14.7% |
| YTD | -20.6% | +156.8% | -177.4% | -30.4% |
| 1Y | -10.6% | +98.6% | -109.2% | -19.2% |
| 3Y | -24.9% | +63.4% | -88.3% | -33.4% |
| 5Y | -76.8% | +420.9% | -497.7% | -81.3% |
| All | -76.8% | +433.9% | -510.8% | -81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling