+50.0%
JEPI vs PCOR
-33.1%
+83.1%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.2% | +2.5% | -0.3% |
| 7D | -0.2% | -6.9% | +6.7% | +0.4% |
| 30D | -0.6% | -1.5% | +1.0% | -0.6% |
| 3M | +4.8% | +18.5% | -13.7% | +2.8% |
| 6M | +2.1% | -4.7% | +6.8% | +1.9% |
| YTD | +4.8% | -22.8% | +27.6% | +6.6% |
| 1Y | +8.4% | -20.7% | +29.2% | +9.7% |
| 3Y | +30.8% | -14.6% | +45.3% | +29.2% |
| 5Y | +41.0% | -40.7% | +81.7% | +37.2% |
| All | +50.0% | -33.1% | +83.1% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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