-81.2%
PATH vs JEPI
+51.0%
-132.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.1% | -0.2% |
| 7D | -5.3% | -2.0% | -3.4% | -1.7% |
| 30D | -0.5% | 0.0% | -0.5% | -0.6% |
| 3M | -7.1% | -1.4% | -5.8% | -4.7% |
| 6M | +23.8% | +2.6% | +21.2% | +17.5% |
| YTD | -20.7% | +4.0% | -24.7% | -27.5% |
| 1Y | -8.1% | +7.3% | -15.4% | -21.1% |
| 3Y | -21.8% | +31.5% | -53.3% | -55.2% |
| 5Y | -76.8% | +39.6% | -116.5% | -87.9% |
| All | -81.2% | +51.0% | -132.2% | -89.0% |
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