-79.9%
PATH vs BRO
+39.6%
-119.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.4% |
| 7D | -23.9% | -8.6% | -15.3% | -20.1% |
| 30D | -11.8% | -6.9% | -4.8% | -8.4% |
| 3M | +29.0% | +10.5% | +18.5% | +23.1% |
| 6M | +19.7% | -2.8% | +22.4% | +21.1% |
| YTD | -15.4% | -16.1% | +0.8% | -8.4% |
| 1Y | +19.5% | -27.6% | +47.1% | +38.9% |
| 3Y | -24.9% | -7.3% | -17.7% | -29.2% |
| 5Y | -74.9% | +19.0% | -93.9% | -77.7% |
| All | -79.9% | +39.6% | -119.5% | -77.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling