-75.9%
PATH vs PBF
+467.1%
-543.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +3.6% |
| 7D | -4.8% | -0.9% | -3.9% | -4.8% |
| 30D | +2.7% | -13.7% | +16.4% | +4.0% |
| 3M | -4.2% | +10.6% | -14.8% | -5.9% |
| 6M | +24.7% | +61.2% | -36.4% | +16.8% |
| YTD | -17.6% | +172.7% | -190.3% | -28.2% |
| 1Y | -5.3% | +111.0% | -116.3% | -15.0% |
| 3Y | -22.0% | +73.6% | -95.6% | -31.2% |
| All | -75.9% | +467.1% | -543.1% | -80.7% |
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