+37.2%
PATH vs ZYBT
+111.3%
-74.1%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ZYBT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -1.2% | -15.4% | -16.6% |
| 7D | -16.3% | -6.9% | -9.4% | -16.3% |
| 30D | +9.9% | -31.8% | +41.7% | +9.9% |
| 3M | +30.2% | +94.0% | -63.8% | +30.8% |
| 6M | +37.2% | +99.0% | -61.8% | +35.9% |
| All | +37.2% | +111.3% | -74.1% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ZYBT.
Daily Out/Under-Performance
Portfolio return minus ZYBT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZYBT 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 6mo: compounded portfolio wealth divided by compounded ZYBT 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…
6mo analysis · Full analysis span regression · 6 months rolling