-81.2%
PATH vs OWL
+25.2%
-106.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.3% |
| 7D | -5.3% | -4.9% | -0.4% | -2.8% |
| 30D | -0.5% | +7.8% | -8.3% | -5.4% |
| 3M | -7.1% | -12.7% | +5.5% | -0.4% |
| 6M | +23.8% | -2.8% | +26.6% | +23.6% |
| YTD | -20.7% | -30.1% | +9.4% | -6.0% |
| 1Y | -8.1% | -29.1% | +21.0% | +8.1% |
| 3Y | -21.8% | -12.3% | -9.6% | -26.8% |
| 5Y | -76.8% | -27.5% | -49.3% | -78.9% |
| All | -81.2% | +25.2% | -106.3% | -83.8% |
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