-78.0%
PATH vs PBF
+581.3%
-659.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.3% | -15.3% | -16.5% |
| 7D | -16.3% | +4.3% | -20.6% | -16.7% |
| 30D | +9.9% | +22.0% | -12.1% | +7.2% |
| 3M | +30.2% | +74.5% | -44.3% | +20.7% |
| 6M | +37.2% | +67.7% | -30.5% | +27.0% |
| YTD | -7.3% | +179.2% | -186.5% | -20.2% |
| 1Y | +40.0% | +170.0% | -130.0% | +20.1% |
| 3Y | -4.4% | +66.4% | -70.8% | -15.4% |
| 5Y | -76.0% | +764.5% | -840.5% | -83.7% |
| All | -78.0% | +581.3% | -659.3% | -83.9% |
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 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