-78.0%
PATH vs SNOW
+51.9%
-129.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -5.4% | -11.2% | -13.7% |
| 7D | -16.3% | +2.8% | -19.1% | -18.0% |
| 30D | +9.9% | +6.4% | +3.5% | +6.0% |
| 3M | +30.2% | +38.1% | -7.9% | +8.7% |
| 6M | +37.2% | +100.4% | -63.2% | -11.2% |
| YTD | -7.3% | +53.7% | -61.0% | -30.4% |
| 1Y | +40.0% | +52.0% | -12.0% | +3.4% |
| 3Y | -4.4% | +114.7% | -119.1% | -48.4% |
| 5Y | -76.0% | +8.8% | -84.8% | -83.5% |
| All | -78.0% | +51.9% | -129.9% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling