+106.9%
QQQ vs PATH
-79.7%
+186.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.3% | -2.5% | -1.4% |
| 7D | +3.6% | +2.1% | +1.5% | +3.3% |
| 30D | -6.7% | +1.6% | -8.3% | -7.0% |
| 3M | -7.0% | -20.4% | +13.4% | -4.0% |
| 6M | -4.7% | +40.1% | -44.8% | -11.7% |
| YTD | +11.1% | -19.0% | +30.1% | +12.3% |
| 1Y | +12.3% | -5.8% | +18.1% | +9.3% |
| 3Y | +83.3% | -22.9% | +106.3% | +73.9% |
| 5Y | +77.5% | -75.3% | +152.8% | +79.4% |
| All | +106.9% | -79.7% | +186.7% | +111.1% |
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