-75.2%
PATH vs QSR
+53.9%
-129.1%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.4% |
| 7D | +2.1% | -2.9% | +5.0% | +4.2% |
| 30D | +1.6% | +4.1% | -2.5% | -1.5% |
| 3M | -20.4% | -0.7% | -19.8% | -20.5% |
| 6M | +40.1% | +0.4% | +39.7% | +38.2% |
| YTD | -19.0% | +13.5% | -32.6% | -27.8% |
| 1Y | -5.8% | +11.0% | -16.8% | -14.7% |
| 3Y | -22.9% | +22.0% | -44.9% | -39.1% |
| All | -75.2% | +53.9% | -129.1% | -86.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling