-81.2%
PATH vs QSR
+42.9%
-124.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.6% |
| 7D | -5.3% | +7.3% | -12.6% | -9.7% |
| 30D | -0.5% | +11.9% | -12.4% | -7.8% |
| 3M | -7.1% | +7.5% | -14.6% | -11.7% |
| 6M | +23.8% | +2.5% | +21.3% | +20.9% |
| YTD | -20.7% | +17.0% | -37.6% | -29.9% |
| 1Y | -8.1% | +18.1% | -26.2% | -19.5% |
| 3Y | -21.8% | +28.6% | -50.4% | -38.7% |
| 5Y | -76.8% | +55.8% | -132.6% | -86.0% |
| All | -81.2% | +42.9% | -124.0% | -88.1% |
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