-74.8%
PATH vs BROS
+35.4%
-110.1%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BROS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.9% | +2.0% | +2.6% |
| 7D | -4.8% | +2.5% | -7.3% | -5.5% |
| 30D | +2.7% | +15.1% | -12.4% | -1.8% |
| 3M | -4.2% | -31.4% | +27.2% | +5.7% |
| 6M | +24.7% | -22.6% | +47.4% | +31.5% |
| YTD | -17.6% | -28.1% | +10.6% | -11.9% |
| 1Y | -5.3% | -20.3% | +14.9% | -2.5% |
| 3Y | -22.0% | +66.1% | -88.1% | -42.7% |
| 5Y | -76.5% | -36.9% | -39.6% | -79.6% |
| All | -74.8% | +35.4% | -110.1% | -77.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling