-21.8%
PATH vs OWL
-13.7%
-8.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.2% |
| 7D | -5.3% | -4.9% | -0.4% | -3.2% |
| 30D | -0.5% | +7.8% | -8.3% | -4.5% |
| 3M | -7.1% | -12.7% | +5.5% | -1.5% |
| 6M | +23.8% | -2.8% | +26.6% | +24.4% |
| YTD | -20.7% | -30.1% | +9.4% | -7.9% |
| 1Y | -8.1% | -29.1% | +21.0% | +6.2% |
| 3Y | -21.8% | -12.3% | -9.6% | -31.5% |
| All | -21.8% | -13.7% | -8.2% | -31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling