-32.0%
PATH vs JEPQ
+78.0%
-110.0%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.2% | -2.0% |
| 7D | -5.3% | -5.6% | +0.3% | +3.8% |
| 30D | -0.5% | -11.3% | +10.8% | +21.0% |
| 3M | -7.1% | -6.5% | -0.6% | +3.0% |
| 6M | +23.8% | -3.6% | +27.4% | +27.6% |
| YTD | -20.7% | +2.2% | -22.9% | -27.5% |
| 1Y | -8.1% | +4.8% | -12.8% | -20.0% |
| 3Y | -21.8% | +56.3% | -78.1% | -70.8% |
| All | -32.0% | +78.0% | -110.0% | -78.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling