-6.1%
PATH vs QSR
+26.9%
-33.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.1% | -16.5% | -16.6% |
| 7D | -16.3% | +2.4% | -18.7% | -17.2% |
| 30D | +9.9% | +7.6% | +2.3% | +6.0% |
| 3M | +30.2% | +12.6% | +17.5% | +22.6% |
| 6M | +37.2% | +14.4% | +22.8% | +27.2% |
| YTD | -7.3% | +19.6% | -26.9% | -16.1% |
| 1Y | +40.0% | +33.9% | +6.1% | +18.2% |
| All | -6.1% | +26.9% | -33.0% | -23.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling