+106.8%
QQQ vs PATH
-80.2%
+187.0%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -0.3% | -2.7% | +2.4% | +0.2% |
| 30D | -9.6% | -3.7% | -5.9% | -9.0% |
| 3M | -5.9% | -13.8% | +7.8% | -4.3% |
| 6M | -4.3% | +20.3% | -24.6% | -9.0% |
| YTD | +11.0% | -20.8% | +31.8% | +12.7% |
| 1Y | +11.9% | -9.2% | +21.2% | +9.7% |
| 3Y | +86.7% | -21.8% | +108.5% | +76.3% |
| 5Y | +77.1% | -77.4% | +154.5% | +80.4% |
| All | +106.8% | -80.2% | +187.0% | +111.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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