-81.2%
PATH vs PWR
+480.4%
-561.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.3% | -2.1% |
| 7D | -5.3% | -12.9% | +7.5% | -1.8% |
| 30D | -0.5% | -22.8% | +22.3% | +7.0% |
| 3M | -7.1% | -19.0% | +11.9% | -2.6% |
| 6M | +23.8% | -31.1% | +54.9% | +35.7% |
| YTD | -20.7% | +28.2% | -48.9% | -37.8% |
| 1Y | -8.1% | +22.2% | -30.3% | -26.1% |
| 3Y | -21.8% | +222.1% | -244.0% | -66.4% |
| 5Y | -76.8% | +364.1% | -440.9% | -92.2% |
| All | -81.2% | +480.4% | -561.5% | -94.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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