+155.3%
JPM vs PATH
-76.4%
+231.7%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -16.6% | +15.7% | +0.7% |
| 7D | +0.3% | -16.3% | +16.6% | +1.9% |
| 30D | -0.2% | +9.9% | -10.1% | -1.5% |
| 3M | +15.9% | +30.2% | -14.3% | +12.1% |
| 6M | +20.9% | +37.2% | -16.3% | +15.6% |
| YTD | +12.9% | -7.3% | +20.2% | +12.4% |
| 1Y | +20.3% | +40.0% | -19.7% | +12.8% |
| 3Y | +160.9% | -4.4% | +165.3% | +146.2% |
| All | +155.3% | -76.4% | +231.7% | +159.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling