+50.9%
JEPI vs PCOR
-30.9%
+81.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.3% | +3.9% | 0.0% |
| 7D | -0.3% | -9.0% | +8.6% | +0.5% |
| 30D | +0.1% | +4.2% | -4.0% | -0.3% |
| 3M | +4.8% | +14.4% | -9.7% | +3.1% |
| 6M | +1.0% | +0.2% | +0.8% | +0.3% |
| YTD | +5.5% | -20.3% | +25.7% | +7.0% |
| 1Y | +9.2% | -16.1% | +25.3% | +9.9% |
| 3Y | +31.2% | -14.7% | +45.9% | +29.6% |
| 5Y | +41.4% | -43.2% | +84.5% | +37.2% |
| All | +50.9% | -30.9% | +81.8% | +46.8% |
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 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