+24.7%
PATH vs Z
-25.5%
+50.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | -2.0% |
| 7D | -4.8% | +10.2% | -15.0% | -9.8% |
| 30D | +2.7% | +23.7% | -21.0% | -10.4% |
| 3M | -4.2% | -6.6% | +2.4% | +0.3% |
| 6M | +24.7% | -23.0% | +47.8% | +47.4% |
| All | +24.7% | -25.5% | +50.3% | +47.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling