-78.0%
PATH vs Z
-72.8%
-5.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -2.1% | -14.5% | -15.5% |
| 7D | -16.3% | -3.0% | -13.3% | -14.8% |
| 30D | +9.9% | -4.2% | +14.1% | +12.1% |
| 3M | +30.2% | -3.7% | +33.9% | +32.2% |
| 6M | +37.2% | -24.5% | +61.7% | +58.1% |
| YTD | -7.3% | -49.3% | +42.0% | +31.3% |
| 1Y | +40.0% | -58.7% | +98.7% | +117.4% |
| 3Y | -4.4% | -34.1% | +29.7% | +4.7% |
| 5Y | -76.0% | -64.5% | -11.5% | -71.8% |
| All | -78.0% | -72.8% | -5.2% | -67.9% |
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