-75.2%
PATH vs OWL
-21.6%
-53.6%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OWL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | +2.1% | +1.5% | +0.5% | +0.8% |
| 30D | +1.6% | +13.4% | -11.8% | -7.4% |
| 3M | -20.4% | -21.2% | +0.8% | -8.3% |
| 6M | +40.1% | +4.0% | +36.1% | +33.2% |
| YTD | -19.0% | -29.0% | +10.0% | -2.8% |
| 1Y | -5.8% | -28.4% | +22.6% | +12.5% |
| 3Y | -22.9% | -14.5% | -8.4% | -32.1% |
| All | -75.2% | -21.6% | -53.6% | -76.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling