+40.8%
JEPI vs PCOR
-19.6%
+60.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | -2.0% | +22.7% | -24.7% | -4.0% |
| 30D | 0.0% | +37.5% | -37.5% | -3.2% |
| 3M | -0.8% | +35.2% | -36.0% | -4.0% |
| 6M | +3.2% | +42.2% | -39.0% | -0.9% |
| YTD | +4.7% | +3.6% | +1.1% | +3.3% |
| 1Y | +8.0% | -4.8% | +12.7% | +7.6% |
| 3Y | +32.3% | +48.3% | -16.0% | +23.7% |
| All | +40.8% | -19.6% | +60.5% | +33.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling