-76.8%
PATH vs QS
-87.0%
+10.2%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -7.2% | +3.5% | -1.5% |
| 7D | -5.6% | -2.1% | -3.4% | -5.1% |
| 30D | -0.7% | -11.6% | +10.9% | +2.6% |
| 3M | -5.9% | -25.5% | +19.7% | +2.0% |
| 6M | +21.6% | -43.4% | +65.0% | +38.4% |
| YTD | -20.6% | -60.6% | +39.9% | -0.7% |
| 1Y | -10.6% | -75.9% | +65.3% | +30.0% |
| 3Y | -24.9% | -32.5% | +7.6% | -44.3% |
| 5Y | -76.8% | -86.8% | +9.9% | -74.2% |
| All | -76.8% | -87.0% | +10.2% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling