-22.3%
PATH vs Q
+68.9%
-91.2%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Q | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.1% | +3.0% | +2.9% |
| 7D | -4.8% | -3.3% | -1.5% | -4.8% |
| 30D | +2.7% | -9.7% | +12.4% | +2.6% |
| 3M | -4.2% | -16.1% | +11.9% | -3.8% |
| 6M | +24.7% | -15.7% | +40.4% | +22.5% |
| YTD | -17.6% | +45.7% | -63.3% | -33.4% |
| 1Y | -5.3% | +18.0% | -23.3% | -25.8% |
| All | -22.3% | +68.9% | -91.2% | -38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling