-80.8%
PATH vs JEPI
+57.0%
-137.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.1% | +1.4% | +1.6% |
| 7D | +2.1% | +2.7% | -0.6% | -3.1% |
| 30D | +1.6% | +2.5% | -0.9% | -3.3% |
| 3M | -20.4% | +1.9% | -22.4% | -23.4% |
| 6M | +40.1% | +7.7% | +32.4% | +21.1% |
| YTD | -19.0% | +8.2% | -27.2% | -31.3% |
| 1Y | -5.8% | +10.4% | -16.2% | -23.3% |
| 3Y | -22.9% | +36.5% | -59.4% | -58.9% |
| 5Y | -75.3% | +44.2% | -119.5% | -88.0% |
| All | -80.8% | +57.0% | -137.8% | -89.6% |
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