-81.4%
PATH vs QSR
+42.8%
-124.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.1% | -1.3% | -1.2% |
| 7D | -2.3% | +4.5% | -6.8% | -5.1% |
| 30D | -4.8% | +9.4% | -14.2% | -10.5% |
| 3M | -17.7% | +7.5% | -25.2% | -21.8% |
| 6M | +18.9% | -0.8% | +19.7% | +18.7% |
| YTD | -21.7% | +16.9% | -38.6% | -30.8% |
| 1Y | -9.6% | +16.3% | -25.9% | -20.0% |
| 3Y | -25.8% | +25.3% | -51.1% | -40.5% |
| 5Y | -77.1% | +60.4% | -137.5% | -86.2% |
| All | -81.4% | +42.8% | -124.2% | -88.2% |
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