-81.2%
PATH vs SNOW
+31.1%
-112.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.5% | -5.7% | -3.2% |
| 7D | -2.7% | +0.2% | -2.9% | -3.1% |
| 30D | -3.7% | -21.1% | +17.4% | +8.8% |
| 3M | -13.8% | -11.9% | -1.8% | -8.7% |
| 6M | +20.3% | +91.0% | -70.7% | -20.3% |
| YTD | -20.8% | +32.7% | -53.5% | -36.2% |
| 1Y | -9.2% | +10.8% | -20.0% | -20.6% |
| 3Y | -21.8% | +86.2% | -108.0% | -54.7% |
| 5Y | -77.4% | -22.7% | -54.7% | -81.7% |
| All | -81.2% | +31.1% | -112.3% | -88.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 SNOW 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