-75.7%
PATH vs BROS
+3.9%
-79.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.6% |
| 7D | -5.3% | -21.2% | +15.9% | +0.8% |
| 30D | -0.5% | -11.6% | +11.0% | +2.1% |
| 3M | -7.1% | -36.7% | +29.5% | +4.8% |
| 6M | +23.8% | -42.8% | +66.6% | +41.8% |
| YTD | -20.7% | -44.8% | +24.2% | -9.1% |
| 1Y | -8.1% | -36.5% | +28.5% | +0.4% |
| 3Y | -21.8% | +27.0% | -48.8% | -38.3% |
| 5Y | -76.8% | -50.3% | -26.5% | -78.4% |
| All | -75.7% | +3.9% | -79.6% | -76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BROS.
Daily Out/Under-Performance
Portfolio return minus BROS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BROS 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 BROS 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