-80.4%
PATH vs PBF
+565.5%
-645.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -6.7% | +9.6% | +3.7% |
| 7D | -4.8% | -0.9% | -3.9% | -4.8% |
| 30D | +2.7% | -13.7% | +16.4% | +4.1% |
| 3M | -4.2% | +10.6% | -14.8% | -6.1% |
| 6M | +24.7% | +61.2% | -36.4% | +16.0% |
| YTD | -17.6% | +172.7% | -190.3% | -29.3% |
| 1Y | -5.3% | +111.0% | -116.3% | -16.1% |
| 3Y | -22.0% | +73.6% | -95.6% | -31.7% |
| 5Y | -76.5% | +479.7% | -556.2% | -83.0% |
| All | -80.4% | +565.5% | -645.9% | -85.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling