+131.0%
JPM vs PATH
-77.2%
+208.2%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.1% |
| 7D | +1.2% | -2.3% | +3.5% | +1.5% |
| 30D | +2.7% | -4.8% | +7.5% | +3.2% |
| 3M | -4.5% | -17.7% | +13.3% | -3.0% |
| 6M | +14.3% | +18.9% | -4.6% | +11.0% |
| YTD | +8.2% | -21.7% | +29.9% | +9.3% |
| 1Y | +10.0% | -9.6% | +19.7% | +8.9% |
| 3Y | +149.0% | -25.8% | +174.8% | +141.6% |
| 5Y | +131.0% | -77.1% | +208.1% | +126.2% |
| All | +131.0% | -77.2% | +208.2% | +126.2% |
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