-8.6%
PATH vs NRG
-43.7%
+35.1%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +10.3% | -10.5% | +2.2% |
| 7D | -2.7% | +2.9% | -5.6% | -1.9% |
| 30D | -3.7% | -9.3% | +5.6% | -5.9% |
| 3M | -13.8% | -17.1% | +3.4% | -17.2% |
| 6M | +20.3% | -28.9% | +49.2% | +12.9% |
| YTD | -20.8% | -37.9% | +17.1% | -26.6% |
| All | -8.6% | -43.7% | +35.1% | -13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 1y: compounded portfolio wealth divided by compounded NRG 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…
1y analysis · Full analysis span regression · 6 months rolling