+40.8%
JEPI vs PBF
+785.3%
-744.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -2.0% | +2.3% | -4.4% | -2.1% |
| 30D | -2.0% | +11.6% | -13.6% | -2.5% |
| 3M | +3.8% | +81.7% | -78.0% | +0.9% |
| 6M | +0.8% | +96.4% | -95.6% | -2.6% |
| YTD | +3.7% | +189.5% | -185.8% | -2.2% |
| 1Y | +7.1% | +180.7% | -173.6% | +0.8% |
| 3Y | +29.4% | +56.6% | -27.2% | +22.5% |
| 5Y | +40.8% | +802.0% | -761.2% | +24.3% |
| All | +40.8% | +785.3% | -744.6% | +24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling