+163.4%
JPM vs PATH
-79.7%
+243.2%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.9% |
| 7D | +3.5% | +2.1% | +1.4% | +3.3% |
| 30D | +3.3% | +1.6% | +1.6% | +3.0% |
| 3M | -4.2% | -20.4% | +16.3% | -2.5% |
| 6M | +16.4% | +40.1% | -23.7% | +11.6% |
| YTD | +9.5% | -19.0% | +28.5% | +10.2% |
| 1Y | +14.0% | -5.8% | +19.8% | +12.5% |
| 3Y | +153.1% | -22.9% | +176.0% | +145.8% |
| 5Y | +134.9% | -75.3% | +210.2% | +128.3% |
| All | +163.4% | -79.7% | +243.2% | +157.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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