-79.7%
PATH vs QXO
-64.9%
-14.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QXO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.8% | -0.7% | -7.0% | -7.7% |
| 7D | -22.8% | +2.9% | -25.6% | -22.8% |
| 30D | -6.9% | -18.0% | +11.1% | -6.3% |
| 3M | +25.4% | -14.7% | +40.2% | +25.9% |
| 6M | +18.1% | -39.2% | +57.3% | +19.7% |
| YTD | -14.5% | -31.3% | +16.8% | -13.9% |
| 1Y | +18.7% | -39.7% | +58.4% | +20.0% |
| 3Y | -24.2% | -41.5% | +17.3% | -31.0% |
| 5Y | -75.2% | -67.0% | -8.2% | -78.8% |
| All | -79.7% | -64.9% | -14.8% | -82.6% |
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