-81.1%
PATH vs QSR
+44.5%
-125.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QSR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.2% | -3.9% | -3.8% |
| 7D | -5.6% | +7.6% | -13.2% | -10.1% |
| 30D | -0.7% | +11.8% | -12.5% | -7.9% |
| 3M | -5.9% | +6.4% | -12.3% | -9.9% |
| 6M | +21.6% | -2.1% | +23.7% | +22.4% |
| YTD | -20.6% | +18.3% | -38.9% | -30.3% |
| 1Y | -10.6% | +21.4% | -32.0% | -23.2% |
| 3Y | -24.9% | +28.5% | -53.4% | -40.9% |
| 5Y | -76.8% | +57.5% | -134.3% | -86.1% |
| All | -81.1% | +44.5% | -125.6% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling