-81.0%
PATH vs QXO
-66.0%
-15.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -7.2% | +6.9% | -0.1% |
| 7D | +0.7% | +10.1% | -9.4% | +0.3% |
| 30D | -1.1% | +16.2% | -17.4% | -1.8% |
| 3M | -14.2% | -14.8% | +0.6% | -13.8% |
| 6M | +30.9% | -27.8% | +58.7% | +31.8% |
| YTD | -20.1% | -33.6% | +13.5% | -19.6% |
| 1Y | -8.1% | -31.8% | +23.8% | -7.6% |
| 3Y | -24.3% | -46.8% | +22.5% | -30.5% |
| 5Y | -75.6% | -63.6% | -12.0% | -79.1% |
| All | -81.0% | -66.0% | -15.0% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside QXO.
Daily Out/Under-Performance
Portfolio return minus QXO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QXO 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 10y: compounded portfolio wealth divided by compounded QXO 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…
10y analysis · Full analysis span regression · 6 months rolling