+7.2%
JEPI vs PEG
-8.5%
+15.7%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.7% |
| 7D | -1.0% | -0.9% | -0.1% | -0.9% |
| 30D | -1.4% | -3.7% | +2.3% | -1.0% |
| 3M | +3.5% | -7.3% | +10.8% | +4.5% |
| 6M | +1.9% | -10.5% | +12.4% | +3.3% |
| YTD | +4.4% | -7.5% | +11.9% | +5.4% |
| 1Y | +7.2% | -8.7% | +15.9% | +8.1% |
| All | +7.2% | -8.5% | +15.7% | +8.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 1y: compounded portfolio wealth divided by compounded PEG 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…
1y analysis · Full analysis span regression · 6 months rolling