-8.6%
PATH vs QSR
+17.8%
-26.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | +0.1% | -0.1% |
| 7D | -2.7% | +3.9% | -6.6% | -4.2% |
| 30D | -3.7% | +9.3% | -13.0% | -7.3% |
| 3M | -13.8% | +5.9% | -19.6% | -15.6% |
| 6M | +20.3% | -1.0% | +21.3% | +21.5% |
| YTD | -20.8% | +16.7% | -37.5% | -27.8% |
| All | -8.6% | +17.8% | -26.3% | -16.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling