-77.0%
PATH vs BRO
+20.0%
-96.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +1.6% |
| 7D | -5.3% | +3.6% | -9.0% | -7.4% |
| 30D | -0.5% | +17.1% | -17.7% | -9.9% |
| 3M | -7.1% | +1.8% | -9.0% | -8.5% |
| 6M | +23.8% | +28.5% | -4.7% | +6.9% |
| YTD | -20.7% | -8.6% | -12.1% | -17.9% |
| 1Y | -8.1% | -4.7% | -3.4% | -7.5% |
| 3Y | -21.8% | +4.0% | -25.8% | -33.9% |
| All | -77.0% | +20.0% | -96.9% | -83.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling