-81.1%
PATH vs Z
-76.1%
-5.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -10.6% | +6.9% | +2.0% |
| 7D | -5.6% | -2.3% | -3.3% | -5.1% |
| 30D | -0.7% | +9.4% | -10.0% | -6.9% |
| 3M | -5.9% | -16.1% | +10.2% | +1.5% |
| 6M | +21.6% | -30.4% | +52.0% | +44.5% |
| YTD | -20.6% | -55.6% | +35.0% | +18.8% |
| 1Y | -10.6% | -58.5% | +47.9% | +38.3% |
| 3Y | -24.9% | -19.6% | -5.3% | -29.2% |
| 5Y | -76.8% | -54.1% | -22.7% | -73.2% |
| All | -81.1% | -76.1% | -5.0% | -70.9% |
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