-21.8%
PATH vs QSR
+27.3%
-49.2%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.4% |
| 7D | -5.3% | +7.3% | -12.6% | -8.4% |
| 30D | -0.5% | +11.9% | -12.4% | -5.7% |
| 3M | -7.1% | +7.5% | -14.6% | -10.3% |
| 6M | +23.8% | +2.5% | +21.3% | +22.1% |
| YTD | -20.7% | +17.0% | -37.6% | -27.2% |
| 1Y | -8.1% | +18.1% | -26.2% | -16.2% |
| 3Y | -21.8% | +28.6% | -50.4% | -44.6% |
| All | -21.8% | +27.3% | -49.2% | -44.6% |
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