+127.3%
JPM vs PATH
-78.0%
+205.3%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -3.7% | -0.5% | -3.8% |
| 7D | -1.8% | -5.6% | +3.8% | -1.3% |
| 30D | +1.8% | -0.7% | +2.5% | +1.8% |
| 3M | -5.6% | -5.9% | +0.2% | -5.6% |
| 6M | +10.1% | +21.6% | -11.5% | +6.6% |
| YTD | +6.7% | -20.6% | +27.3% | +7.7% |
| 1Y | +10.3% | -10.6% | +20.9% | +9.3% |
| 3Y | +151.4% | -24.9% | +176.3% | +143.6% |
| 5Y | +127.3% | -76.8% | +204.1% | +120.5% |
| All | +127.3% | -78.0% | +205.3% | +120.5% |
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