+92.8%
JEPI vs PEGA
-19.0%
+111.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.0% | -2.5% | -0.6% |
| 7D | -2.0% | -5.3% | +3.3% | -1.6% |
| 30D | -2.0% | +8.3% | -10.3% | -2.7% |
| 3M | +3.8% | +8.9% | -5.1% | +2.8% |
| 6M | +0.8% | -19.7% | +20.6% | +2.1% |
| YTD | +3.7% | -39.9% | +43.6% | +7.3% |
| 1Y | +7.1% | -36.4% | +43.5% | +10.1% |
| 3Y | +29.4% | +52.8% | -23.4% | +20.2% |
| 5Y | +40.8% | -45.7% | +86.4% | +41.7% |
| All | +92.8% | -19.0% | +111.9% | +82.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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