-81.4%
PATH vs OWL
+33.1%
-114.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.8% | -1.5% |
| 7D | -2.3% | +1.1% | -3.4% | -3.1% |
| 30D | -4.8% | +10.0% | -14.8% | -10.6% |
| 3M | -17.7% | -8.7% | -9.1% | -14.1% |
| 6M | +18.9% | +3.1% | +15.8% | +14.7% |
| YTD | -21.7% | -25.6% | +3.9% | -10.5% |
| 1Y | -9.6% | -25.5% | +15.9% | +3.3% |
| 3Y | -25.8% | -9.4% | -16.4% | -31.6% |
| 5Y | -77.1% | -18.2% | -58.9% | -80.0% |
| All | -81.4% | +33.1% | -114.5% | -84.5% |
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