-80.8%
PATH vs BRO
+51.7%
-132.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.3% |
| 7D | +2.1% | -0.3% | +2.3% | +2.2% |
| 30D | +1.6% | +11.3% | -9.7% | -4.4% |
| 3M | -20.4% | +0.7% | -21.1% | -21.1% |
| 6M | +40.1% | +32.9% | +7.2% | +21.0% |
| YTD | -19.0% | -8.8% | -10.2% | -16.5% |
| 1Y | -5.8% | -9.2% | +3.4% | -2.9% |
| 3Y | -22.9% | +0.1% | -23.0% | -30.4% |
| 5Y | -75.3% | +15.6% | -90.9% | -80.5% |
| All | -80.8% | +51.7% | -132.5% | -79.9% |
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