-81.2%
PATH vs ZTS
-50.1%
-31.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +1.8% |
| 7D | -5.3% | -0.4% | -4.9% | -5.5% |
| 30D | -0.5% | +11.7% | -12.3% | -7.3% |
| 3M | -7.1% | +3.5% | -10.6% | -10.0% |
| 6M | +23.8% | -27.6% | +51.4% | +43.8% |
| YTD | -20.7% | -35.5% | +14.8% | -1.0% |
| 1Y | -8.1% | -32.1% | +24.0% | +9.6% |
| 3Y | -21.8% | -49.1% | +27.3% | +9.5% |
| 5Y | -76.8% | -61.0% | -15.8% | -61.7% |
| All | -81.2% | -50.1% | -31.1% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS 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 10y: compounded portfolio wealth divided by compounded ZTS 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…
10y analysis · Full analysis span regression · 6 months rolling