+93.9%
QQQ vs PATH
-76.4%
+170.3%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -16.6% | +16.8% | +3.2% |
| 7D | +0.4% | -16.3% | +16.7% | +3.3% |
| 30D | +0.2% | +9.9% | -9.7% | -2.1% |
| 3M | -2.8% | +30.2% | -33.0% | -8.5% |
| 6M | +18.0% | +37.2% | -19.2% | +8.9% |
| YTD | +17.3% | -7.3% | +24.6% | +16.2% |
| 1Y | +25.6% | +40.0% | -14.4% | +11.4% |
| 3Y | +93.7% | -4.4% | +98.1% | +74.5% |
| All | +93.9% | -76.4% | +170.3% | +99.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling