-20.6%
PATH vs JEPQ
+94.3%
-114.8%
-65.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.6% | +0.3% | -16.9% | -17.2% |
| 7D | -16.3% | +0.7% | -17.0% | -17.4% |
| 30D | +9.9% | +2.0% | +7.9% | +6.4% |
| 3M | +30.2% | +2.0% | +28.2% | +24.0% |
| 6M | +37.2% | +10.4% | +26.8% | +11.9% |
| YTD | -7.3% | +11.6% | -18.9% | -26.2% |
| 1Y | +40.0% | +20.7% | +19.3% | -3.6% |
| 3Y | -4.4% | +70.8% | -75.2% | -68.9% |
| All | -20.6% | +94.3% | -114.8% | -77.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling