-76.8%
PATH vs Z
-54.8%
-22.0%
-83.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.6% | +6.9% | +2.5% |
| 7D | -5.6% | -2.3% | -3.3% | -5.1% |
| 30D | -0.7% | +9.4% | -10.0% | -7.5% |
| 3M | -5.9% | -16.1% | +10.2% | +2.0% |
| 6M | +21.6% | -30.4% | +52.0% | +46.7% |
| YTD | -20.6% | -55.6% | +35.0% | +23.3% |
| 1Y | -10.6% | -58.5% | +47.9% | +44.0% |
| 3Y | -24.9% | -19.6% | -5.3% | -32.8% |
| 5Y | -76.8% | -54.1% | -22.7% | -71.6% |
| All | -76.8% | -54.8% | -22.0% | -71.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling