-81.4%
PATH vs Z
-77.2%
-4.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.4% | +1.8% |
| 7D | -2.3% | -6.5% | +4.2% | +0.6% |
| 30D | -4.8% | -0.1% | -4.7% | -6.3% |
| 3M | -17.7% | -14.1% | -3.6% | -12.4% |
| 6M | +18.9% | -30.1% | +49.0% | +40.9% |
| YTD | -21.7% | -57.5% | +35.8% | +19.7% |
| 1Y | -9.6% | -60.3% | +50.7% | +42.8% |
| 3Y | -25.8% | -21.0% | -4.8% | -29.8% |
| 5Y | -77.1% | -54.9% | -22.2% | -73.0% |
| All | -81.4% | -77.2% | -4.2% | -70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 10y: compounded portfolio wealth divided by compounded Z 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…
10y analysis · Full analysis span regression · 6 months rolling