-8.1%
PATH vs QSR
+19.5%
-27.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -5.3% | +7.3% | -12.6% | -8.0% |
| 30D | -0.5% | +11.9% | -12.4% | -5.2% |
| 3M | -7.1% | +7.5% | -14.6% | -9.6% |
| 6M | +23.8% | +2.5% | +21.3% | +23.0% |
| YTD | -20.7% | +17.0% | -37.6% | -27.5% |
| 1Y | -8.1% | +18.1% | -26.2% | -15.7% |
| All | -8.1% | +19.5% | -27.6% | -15.7% |
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