+52.8%
JEPI vs PCOR
-9.0%
+61.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.9% |
| 7D | +0.3% | +22.2% | -21.9% | -1.6% |
| 30D | +1.4% | +36.0% | -34.6% | -1.5% |
| 3M | +1.3% | +34.0% | -32.7% | -1.8% |
| 6M | +6.3% | +43.5% | -37.2% | +2.2% |
| YTD | +6.8% | +5.1% | +1.7% | +5.3% |
| 1Y | +9.8% | -3.9% | +13.8% | +9.3% |
| 3Y | +36.0% | +52.9% | -16.9% | +27.4% |
| 5Y | +43.4% | -18.7% | +62.0% | +35.5% |
| All | +52.8% | -9.0% | +61.8% | +44.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling