+24.7%
PATH vs PBF
+68.9%
-44.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +3.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.8% |
| 30D | +2.7% | -13.7% | +16.4% | +3.5% |
| 3M | -4.2% | +10.6% | -14.8% | -6.4% |
| 6M | +24.7% | +61.2% | -36.4% | +13.9% |
| All | +24.7% | +68.9% | -44.1% | +13.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling