+78.2%
QQQ vs PATH
-24.3%
+102.6%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -3.7% | -2.8% | -6.0% |
| 7D | -9.5% | -5.6% | -4.0% | -8.9% |
| 30D | -14.8% | -0.7% | -14.1% | -14.8% |
| 3M | -9.7% | -5.9% | -3.8% | -9.6% |
| 6M | -4.9% | +21.6% | -26.5% | -8.4% |
| YTD | +5.7% | -20.6% | +26.3% | +7.3% |
| 1Y | +4.3% | -10.6% | +14.9% | +3.3% |
| All | +78.2% | -24.3% | +102.6% | +74.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling