-80.4%
PATH vs STZ
-32.1%
-48.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +5.3% | -2.4% | +0.9% |
| 7D | -4.8% | +13.0% | -17.8% | -9.3% |
| 30D | +2.7% | +29.4% | -26.8% | -7.4% |
| 3M | -4.2% | +11.6% | -15.8% | -8.5% |
| 6M | +24.7% | -0.2% | +25.0% | +23.7% |
| YTD | -17.6% | +8.6% | -26.1% | -23.4% |
| 1Y | -5.3% | +15.9% | -21.3% | -15.0% |
| 3Y | -22.0% | -35.4% | +13.4% | -6.9% |
| 5Y | -76.5% | -26.9% | -49.6% | -71.2% |
| All | -80.4% | -32.1% | -48.3% | -77.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 all: compounded portfolio wealth divided by compounded STZ 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…
all analysis · Full analysis span regression · 6 months rolling