+15.5%
JPM vs PATH
+26.6%
-11.0%
-9.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +2.9% | +1.3% | +4.2% |
| 7D | +3.8% | -4.8% | +8.6% | +3.6% |
| 30D | +6.5% | +2.7% | +3.8% | +6.5% |
| 3M | -1.0% | -4.2% | +3.2% | -0.3% |
| 6M | +15.5% | +24.7% | -9.2% | +19.2% |
| All | +15.5% | +26.6% | -11.0% | +19.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling