-80.4%
PATH vs ZTS
-43.9%
-36.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +7.5% | -4.6% | -1.4% |
| 7D | -4.8% | +15.4% | -20.2% | -12.6% |
| 30D | +2.7% | +25.8% | -23.1% | -10.4% |
| 3M | -4.2% | +18.1% | -22.3% | -13.8% |
| 6M | +24.7% | -19.7% | +44.5% | +37.1% |
| YTD | -17.6% | -27.5% | +9.9% | -3.5% |
| 1Y | -5.3% | -26.7% | +21.4% | +9.1% |
| 3Y | -22.0% | -42.5% | +20.5% | +1.9% |
| 5Y | -76.5% | -56.4% | -20.1% | -63.6% |
| All | -80.4% | -43.9% | -36.5% | -69.3% |
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