-78.0%
PATH vs QS
-81.9%
+3.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.6% | -17.2% | -16.8% |
| 7D | -16.3% | -2.3% | -14.0% | -15.8% |
| 30D | +9.9% | -0.7% | +10.6% | +9.9% |
| 3M | +30.2% | -39.6% | +69.8% | +48.2% |
| 6M | +37.2% | -21.7% | +58.9% | +41.6% |
| YTD | -7.3% | -47.4% | +40.1% | +6.7% |
| 1Y | +40.0% | -28.4% | +68.4% | +38.0% |
| 3Y | -4.4% | -22.6% | +18.2% | -28.6% |
| 5Y | -76.0% | -75.6% | -0.4% | -76.9% |
| All | -78.0% | -81.9% | +3.9% | -74.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling