+41.8%
JEPI vs PEGA
-45.0%
+86.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.5% | -0.8% | +0.6% |
| 7D | -1.0% | -3.0% | +2.0% | -0.8% |
| 30D | -1.4% | +15.9% | -17.3% | -2.6% |
| 3M | +3.5% | +10.8% | -7.3% | +2.4% |
| 6M | +1.9% | -16.5% | +18.4% | +2.9% |
| YTD | +4.4% | -39.0% | +43.5% | +7.9% |
| 1Y | +7.2% | -37.3% | +44.5% | +10.2% |
| 3Y | +29.8% | +59.2% | -29.4% | +20.4% |
| All | +41.8% | -45.0% | +86.8% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling