-81.4%
PATH vs BRO
+51.7%
-133.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.4% | -1.8% |
| 7D | -2.3% | +1.6% | -3.9% | -3.2% |
| 30D | -4.8% | +14.6% | -19.4% | -11.9% |
| 3M | -17.7% | +0.9% | -18.6% | -18.5% |
| 6M | +18.9% | +28.3% | -9.4% | +4.5% |
| YTD | -21.7% | -8.9% | -12.8% | -19.2% |
| 1Y | -9.6% | -7.5% | -2.1% | -7.7% |
| 3Y | -25.8% | +0.9% | -26.8% | -33.4% |
| 5Y | -77.1% | +18.0% | -95.1% | -81.7% |
| All | -81.4% | +51.7% | -133.1% | -80.5% |
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