-81.0%
PATH vs QSR
+41.0%
-122.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.7% | +3.2% |
| 7D | -2.7% | -2.2% | -0.5% | -1.4% |
| 30D | -1.4% | +7.8% | -9.1% | -6.3% |
| 3M | -16.4% | +5.5% | -21.9% | -19.6% |
| 6M | +23.3% | -0.2% | +23.5% | +22.5% |
| YTD | -19.8% | +15.4% | -35.2% | -28.5% |
| 1Y | -8.6% | +15.3% | -23.9% | -18.6% |
| 3Y | -24.0% | +23.7% | -47.8% | -38.6% |
| 5Y | -77.1% | +60.4% | -137.5% | -86.1% |
| All | -81.0% | +41.0% | -122.0% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QSR.
Daily Out/Under-Performance
Portfolio return minus QSR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QSR 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 10y: compounded portfolio wealth divided by compounded QSR 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…
10y analysis · Full analysis span regression · 6 months rolling