+40.0%
PATH vs BRO
-24.4%
+64.4%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -15.9% |
| 7D | -16.3% | -2.6% | -13.7% | -15.3% |
| 30D | +9.9% | +0.9% | +9.0% | +9.5% |
| 3M | +30.2% | +24.8% | +5.4% | +19.7% |
| 6M | +37.2% | -0.1% | +37.3% | +33.6% |
| YTD | -7.3% | -9.7% | +2.4% | -7.6% |
| 1Y | +40.0% | -24.5% | +64.5% | +54.2% |
| All | +40.0% | -24.4% | +64.4% | +54.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BRO.
Daily Out/Under-Performance
Portfolio return minus BRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BRO 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 1y: compounded portfolio wealth divided by compounded BRO 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…
1y analysis · Full analysis span regression · 6 months rolling