-77.0%
PATH vs QS
-86.5%
+9.5%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.5% |
| 6M | +23.8% | -46.2% | +70.0% | +43.7% |
| YTD | -20.7% | -58.9% | +38.2% | -1.8% |
| 1Y | -8.1% | -73.1% | +65.0% | +29.7% |
| 3Y | -21.8% | -27.2% | +5.4% | -44.3% |
| All | -77.0% | -86.5% | +9.5% | -72.7% |
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