+9.5%
QQQ vs PATH
-10.8%
+20.3%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -0.3% | -2.7% | +2.4% | -0.1% |
| 30D | -9.6% | -3.7% | -5.9% | -9.4% |
| 3M | -5.9% | -13.8% | +7.8% | -5.4% |
| 6M | -4.3% | +20.3% | -24.6% | -5.2% |
| YTD | +11.0% | -20.8% | +31.8% | +11.9% |
| All | +9.5% | -10.8% | +20.3% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling