-75.2%
PATH vs BRO
+21.8%
-96.9%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -4.5% | -3.2% | -5.3% |
| 7D | -22.8% | -5.4% | -17.4% | -20.1% |
| 30D | -6.9% | -4.3% | -2.6% | -4.5% |
| 3M | +25.4% | +17.8% | +7.6% | +15.0% |
| 6M | +18.1% | -6.8% | +24.9% | +22.1% |
| YTD | -14.5% | -13.8% | -0.7% | -8.2% |
| 1Y | +18.7% | -27.8% | +46.5% | +40.4% |
| 3Y | -24.2% | -4.7% | -19.5% | -30.7% |
| 5Y | -75.2% | +20.6% | -95.8% | -80.2% |
| All | -75.2% | +21.8% | -96.9% | -80.2% |
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 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