-81.2%
PATH vs JEPI
+55.1%
-136.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.1% | -2.2% | -4.0% |
| 7D | -2.7% | +0.3% | -3.0% | -3.5% |
| 30D | -3.7% | +1.4% | -5.2% | -6.5% |
| 3M | -13.8% | +1.3% | -15.0% | -15.9% |
| 6M | +20.3% | +6.3% | +14.0% | +6.6% |
| YTD | -20.8% | +6.8% | -27.6% | -31.2% |
| 1Y | -9.2% | +9.8% | -19.0% | -25.5% |
| 3Y | -21.8% | +36.0% | -57.8% | -58.0% |
| 5Y | -77.4% | +43.4% | -120.8% | -88.7% |
| All | -81.2% | +55.1% | -136.3% | -89.5% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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