-81.2%
PATH vs QSR
+42.6%
-123.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | 0.0% |
| 7D | -2.7% | +3.9% | -6.6% | -5.1% |
| 30D | -3.7% | +9.3% | -13.0% | -9.3% |
| 3M | -13.8% | +5.9% | -19.6% | -17.2% |
| 6M | +20.3% | -1.0% | +21.3% | +20.2% |
| YTD | -20.8% | +16.7% | -37.5% | -29.9% |
| 1Y | -9.2% | +18.6% | -27.8% | -20.8% |
| 3Y | -21.8% | +25.4% | -47.1% | -37.3% |
| 5Y | -77.4% | +59.0% | -136.4% | -86.4% |
| All | -81.2% | +42.6% | -123.8% | -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