+77.1%
QQQ vs PATH
-77.4%
+154.4%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.2% | +3.7% | +3.6% |
| 7D | -0.3% | -2.7% | +2.4% | +0.3% |
| 30D | -9.6% | -3.7% | -5.9% | -9.0% |
| 3M | -5.9% | -13.8% | +7.8% | -4.2% |
| 6M | -4.3% | +20.3% | -24.6% | -9.3% |
| YTD | +11.0% | -20.8% | +31.8% | +12.8% |
| 1Y | +11.9% | -9.2% | +21.2% | +9.6% |
| 3Y | +86.7% | -21.8% | +108.5% | +75.1% |
| 5Y | +77.1% | -77.4% | +154.5% | +89.5% |
| All | +77.1% | -77.4% | +154.4% | +89.5% |
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