-81.2%
PATH vs QS
-85.9%
+4.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -1.3% |
| 7D | -5.3% | +5.4% | -10.7% | -6.9% |
| 30D | -0.5% | -5.3% | +4.8% | +0.7% |
| 3M | -7.1% | -22.6% | +15.5% | -0.7% |
| 6M | +23.8% | -46.2% | +70.0% | +43.2% |
| YTD | -20.7% | -58.9% | +38.2% | -2.4% |
| 1Y | -8.1% | -73.1% | +65.0% | +28.5% |
| 3Y | -21.8% | -27.2% | +5.4% | -42.3% |
| 5Y | -76.8% | -86.2% | +9.4% | -73.9% |
| All | -81.2% | -85.9% | +4.7% | -76.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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