-78.0%
PATH vs ZTS
-52.7%
-25.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.6% | -16.0% | -16.3% |
| 7D | -16.3% | -2.0% | -14.3% | -15.3% |
| 30D | +9.9% | +1.9% | +8.0% | +8.0% |
| 3M | +30.2% | -4.0% | +34.2% | +32.0% |
| 6M | +37.2% | -39.1% | +76.3% | +79.4% |
| YTD | -7.3% | -38.8% | +31.5% | +20.0% |
| 1Y | +40.0% | -49.6% | +89.6% | +108.8% |
| 3Y | -4.4% | -59.0% | +54.6% | +63.3% |
| 5Y | -76.0% | -61.8% | -14.3% | -59.4% |
| All | -78.0% | -52.7% | -25.3% | -61.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling