-77.0%
PATH vs QSR
+54.8%
-131.8%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.7% |
| 7D | -5.3% | +7.3% | -12.6% | -10.0% |
| 30D | -0.5% | +11.9% | -12.4% | -8.3% |
| 3M | -7.1% | +7.5% | -14.6% | -12.0% |
| 6M | +23.8% | +2.5% | +21.3% | +20.7% |
| YTD | -20.7% | +17.0% | -37.6% | -30.6% |
| 1Y | -8.1% | +18.1% | -26.2% | -20.4% |
| 3Y | -21.8% | +28.6% | -50.4% | -40.7% |
| All | -77.0% | +54.8% | -131.8% | -87.5% |
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