-81.0%
PATH vs OWL
+32.8%
-113.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.5% |
| 7D | -2.7% | -2.1% | -0.6% | -1.8% |
| 30D | -1.4% | +11.6% | -12.9% | -8.1% |
| 3M | -16.4% | -13.8% | -2.6% | -9.8% |
| 6M | +23.3% | +7.8% | +15.4% | +16.0% |
| YTD | -19.8% | -25.8% | +6.0% | -8.2% |
| 1Y | -8.6% | -26.5% | +17.9% | +5.4% |
| 3Y | -24.0% | -9.6% | -14.4% | -29.9% |
| 5Y | -77.1% | -20.8% | -56.3% | -79.9% |
| All | -81.0% | +32.8% | -113.8% | -84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OWL.
Daily Out/Under-Performance
Portfolio return minus OWL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OWL 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 10y: compounded portfolio wealth divided by compounded OWL 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…
10y analysis · Full analysis span regression · 6 months rolling