+94.2%
JEPI vs PBF
+681.5%
-587.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.6% |
| 7D | -1.0% | +5.3% | -6.3% | -1.2% |
| 30D | -1.4% | +11.7% | -13.2% | -1.8% |
| 3M | +3.5% | +91.1% | -87.5% | +1.3% |
| 6M | +1.9% | +88.4% | -86.5% | -0.4% |
| YTD | +4.4% | +194.1% | -189.6% | +0.2% |
| 1Y | +7.2% | +180.4% | -173.2% | +2.8% |
| 3Y | +29.8% | +59.3% | -29.5% | +24.9% |
| 5Y | +41.7% | +816.3% | -774.5% | +31.2% |
| All | +94.2% | +681.5% | -587.4% | +78.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 10y: compounded portfolio wealth divided by compounded PBF 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…
10y analysis · Full analysis span regression · 6 months rolling