-21.8%
PATH vs BROS
+25.7%
-47.5%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.3% | +2.2% | +0.5% |
| 7D | -5.3% | -21.2% | +15.9% | -0.5% |
| 30D | -0.5% | -11.6% | +11.0% | +1.5% |
| 3M | -7.1% | -36.7% | +29.5% | +2.3% |
| 6M | +23.8% | -42.8% | +66.6% | +37.8% |
| YTD | -20.7% | -44.8% | +24.2% | -11.7% |
| 1Y | -8.1% | -36.5% | +28.5% | -1.5% |
| 3Y | -21.8% | +27.0% | -48.8% | -41.6% |
| All | -21.8% | +25.7% | -47.5% | -41.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling