-75.2%
PATH vs NRG
+206.1%
-281.4%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.3% | +1.5% |
| 7D | +2.1% | +10.0% | -7.9% | +0.2% |
| 30D | +1.6% | -3.2% | +4.8% | +1.7% |
| 3M | -20.4% | -18.5% | -1.9% | -18.1% |
| 6M | +40.1% | -25.3% | +65.4% | +43.3% |
| YTD | -19.0% | -38.1% | +19.1% | -14.5% |
| 1Y | -5.8% | -40.7% | +34.9% | +0.9% |
| 3Y | -22.9% | +121.8% | -144.7% | -58.5% |
| All | -75.2% | +206.1% | -281.4% | -88.0% |
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