-6.1%
PATH vs BROS
+63.0%
-69.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.7% | -17.4% | -16.8% |
| 7D | -16.3% | -6.7% | -9.6% | -15.0% |
| 30D | +9.9% | -29.1% | +39.0% | +18.4% |
| 3M | +30.2% | -16.7% | +46.9% | +33.9% |
| 6M | +37.2% | -11.6% | +48.8% | +37.6% |
| YTD | -7.3% | -23.9% | +16.6% | -3.4% |
| 1Y | +40.0% | -34.8% | +74.8% | +50.5% |
| All | -6.1% | +63.0% | -69.2% | -38.4% |
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