-78.0%
PATH vs JEPI
+53.1%
-131.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | -0.4% | -16.3% | -15.9% |
| 7D | -16.3% | -0.3% | -16.0% | -15.7% |
| 30D | +9.9% | +0.1% | +9.8% | +9.6% |
| 3M | +30.2% | +4.8% | +25.4% | +19.0% |
| 6M | +37.2% | +1.0% | +36.2% | +33.7% |
| YTD | -7.3% | +5.5% | -12.8% | -17.4% |
| 1Y | +40.0% | +9.2% | +30.8% | +16.6% |
| 3Y | -4.4% | +31.2% | -35.6% | -44.5% |
| 5Y | -76.0% | +41.4% | -117.4% | -88.0% |
| All | -78.0% | +53.1% | -131.1% | -87.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling