-75.7%
PATH vs NRG
+199.5%
-275.2%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +6.4% | -23.0% | -17.9% |
| 7D | -16.3% | +7.1% | -23.4% | -17.7% |
| 30D | +9.9% | -1.4% | +11.3% | +9.7% |
| 3M | +30.2% | -10.5% | +40.6% | +30.3% |
| 6M | +37.2% | -26.7% | +64.0% | +43.4% |
| YTD | -7.3% | -24.5% | +17.2% | -5.3% |
| 1Y | +40.0% | -18.6% | +58.6% | +39.3% |
| 3Y | -4.4% | +227.1% | -231.6% | -51.3% |
| All | -75.7% | +199.5% | -275.2% | -87.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling