-78.0%
PATH vs BRO
+50.3%
-128.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.6% | -15.1% | -15.8% |
| 7D | -16.3% | -2.6% | -13.7% | -15.1% |
| 30D | +9.9% | +0.9% | +9.0% | +9.4% |
| 3M | +30.2% | +24.8% | +5.4% | +16.5% |
| 6M | +37.2% | -0.1% | +37.3% | +36.5% |
| YTD | -7.3% | -9.7% | +2.4% | -3.5% |
| 1Y | +40.0% | -24.5% | +64.5% | +59.1% |
| 3Y | -4.4% | -1.6% | -2.8% | -12.4% |
| 5Y | -76.0% | +25.6% | -101.6% | -79.9% |
| All | -78.0% | +50.3% | -128.3% | -76.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling