-81.2%
PATH vs NRG
+174.0%
-255.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.6% | -9.7% | -1.7% |
| 7D | -5.3% | -7.6% | +2.3% | -4.3% |
| 30D | -0.5% | -18.3% | +17.8% | +2.6% |
| 3M | -7.1% | -25.5% | +18.3% | -3.1% |
| 6M | +23.8% | -40.9% | +64.7% | +33.6% |
| YTD | -20.7% | -43.7% | +23.1% | -15.1% |
| 1Y | -8.1% | -47.3% | +39.3% | +0.4% |
| 3Y | -21.8% | +103.2% | -125.0% | -51.9% |
| 5Y | -76.8% | +176.7% | -253.5% | -86.5% |
| All | -81.2% | +174.0% | -255.1% | -88.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling