-18.8%
PATH vs QLD
+168.6%
-187.3%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +1.9% | +1.0% | +1.9% |
| 7D | -4.8% | -9.4% | +4.6% | 0.0% |
| 30D | +2.7% | -17.1% | +19.7% | +12.7% |
| 3M | -4.2% | -10.4% | +6.2% | +0.8% |
| 6M | +24.7% | +0.7% | +24.0% | +19.7% |
| YTD | -17.6% | +17.7% | -35.3% | -28.7% |
| 1Y | -5.3% | +14.7% | -20.0% | -17.0% |
| All | -18.8% | +168.6% | -187.3% | -63.7% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD 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 QLD 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