-23.7%
PATH vs JEPQ
+61.3%
-84.9%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.0% | +0.4% | +0.1% |
| 7D | -2.7% | -0.3% | -2.4% | -2.6% |
| 30D | -1.4% | -6.6% | +5.2% | +6.9% |
| 3M | -16.4% | -2.6% | -13.8% | -14.2% |
| 6M | +23.3% | +0.5% | +22.8% | +20.5% |
| YTD | -19.8% | +7.1% | -26.9% | -28.8% |
| 1Y | -8.6% | +8.1% | -16.6% | -19.9% |
| All | -23.7% | +61.3% | -84.9% | -64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 3y: compounded portfolio wealth divided by compounded JEPQ 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…
3y analysis · Full analysis span regression · 6 months rolling