-21.8%
PATH vs QS
-20.8%
-1.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.8% | -6.9% | -1.3% |
| 7D | -2.7% | +13.7% | -16.4% | -4.9% |
| 30D | -3.7% | -0.2% | -3.5% | -3.9% |
| 3M | -13.8% | -24.8% | +11.1% | -9.9% |
| 6M | +20.3% | -39.4% | +59.7% | +28.5% |
| YTD | -20.8% | -56.1% | +35.3% | -11.5% |
| 1Y | -9.2% | -72.5% | +63.3% | +9.7% |
| 3Y | -21.8% | -16.3% | -5.5% | -40.8% |
| All | -21.8% | -20.8% | -1.0% | -40.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling