-23.9%
PATH vs NRG
+126.0%
-150.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | +0.7% | +21.7% | -21.0% | -0.9% |
| 30D | -1.1% | -8.1% | +6.9% | -0.6% |
| 3M | -14.2% | -18.3% | +4.2% | -12.9% |
| 6M | +30.9% | -28.0% | +58.9% | +33.1% |
| YTD | -20.1% | -37.5% | +17.4% | -17.8% |
| 1Y | -8.1% | -41.1% | +33.0% | -3.9% |
| All | -23.9% | +126.0% | -150.0% | -57.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling