-25.2%
PATH vs Q
+66.4%
-91.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +6.3% | -6.4% | -0.2% |
| 7D | -5.3% | +0.3% | -5.6% | -5.3% |
| 30D | -0.5% | -9.8% | +9.3% | -0.5% |
| 3M | -7.1% | -12.2% | +5.1% | -6.9% |
| 6M | +23.8% | -21.6% | +45.4% | +22.9% |
| YTD | -20.7% | +43.6% | -64.2% | -35.9% |
| 1Y | -8.1% | +25.7% | -33.7% | -27.6% |
| All | -25.2% | +66.4% | -91.6% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside Q.
Daily Out/Under-Performance
Portfolio return minus Q return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Q 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 Q 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