-75.8%
PATH vs BROS
+10.8%
-86.6%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.6% | -6.8% | -2.1% |
| 7D | -2.7% | -17.9% | +15.2% | +2.3% |
| 30D | -3.7% | -5.4% | +1.7% | -3.1% |
| 3M | -13.8% | -32.1% | +18.3% | -4.7% |
| 6M | +20.3% | -31.7% | +52.0% | +30.8% |
| YTD | -20.8% | -41.2% | +20.4% | -11.0% |
| 1Y | -9.2% | -32.6% | +23.4% | -2.7% |
| 3Y | -21.8% | +32.7% | -54.4% | -39.0% |
| 5Y | -77.4% | -44.2% | -33.2% | -79.3% |
| All | -75.8% | +10.8% | -86.6% | -77.0% |
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