-76.8%
PATH vs BROS
-51.1%
-25.7%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -21.4% | +17.7% | +3.6% |
| 7D | -5.6% | -21.4% | +15.8% | +1.5% |
| 30D | -0.7% | -11.5% | +10.8% | +2.2% |
| 3M | -5.9% | -47.4% | +41.5% | +14.5% |
| 6M | +21.6% | -39.5% | +61.1% | +39.3% |
| YTD | -20.6% | -43.5% | +22.9% | -7.9% |
| 1Y | -10.6% | -37.8% | +27.2% | -0.5% |
| 3Y | -24.9% | +30.5% | -55.4% | -46.2% |
| 5Y | -76.8% | -49.1% | -27.7% | -74.8% |
| All | -76.8% | -51.1% | -25.7% | -74.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling