-80.4%
PATH vs Z
-73.3%
-7.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +9.4% | -6.5% | -2.2% |
| 7D | -4.8% | +10.2% | -15.0% | -10.0% |
| 30D | +2.7% | +23.7% | -21.0% | -9.6% |
| 3M | -4.2% | -6.6% | +2.4% | -2.2% |
| 6M | +24.7% | -23.0% | +47.8% | +40.8% |
| YTD | -17.6% | -50.3% | +32.7% | +16.5% |
| 1Y | -5.3% | -53.6% | +48.3% | +38.2% |
| 3Y | -22.0% | -10.1% | -11.9% | -30.6% |
| 5Y | -76.5% | -49.8% | -26.7% | -74.2% |
| All | -80.4% | -73.3% | -7.1% | -71.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling