+26.3%
PATH vs QS
-38.6%
+64.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | +1.7% |
| 7D | -4.8% | +4.5% | -9.3% | -5.5% |
| 30D | +2.7% | -4.1% | +6.8% | +3.0% |
| 3M | -4.2% | -22.1% | +18.0% | -1.7% |
| All | +26.3% | -38.6% | +64.8% | +36.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling