+7.2%
JEPI vs PBF
+184.8%
-177.6%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.7% |
| 7D | -1.0% | +5.3% | -6.3% | -0.9% |
| 30D | -1.4% | +11.7% | -13.2% | -1.3% |
| 3M | +3.5% | +91.1% | -87.5% | +4.6% |
| 6M | +1.9% | +88.4% | -86.5% | +2.7% |
| YTD | +4.4% | +194.1% | -189.6% | +4.4% |
| 1Y | +7.2% | +180.4% | -173.2% | +7.3% |
| All | +7.2% | +184.8% | -177.6% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling