+94.9%
JEPI vs PEGA
-18.9%
+113.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.2% | +3.6% | -0.3% |
| 7D | -0.2% | -2.4% | +2.2% | 0.0% |
| 30D | -0.6% | +9.6% | -10.2% | -1.4% |
| 3M | +4.8% | +2.3% | +2.5% | +4.3% |
| 6M | +2.1% | -23.9% | +26.0% | +3.9% |
| YTD | +4.8% | -39.8% | +44.6% | +8.5% |
| 1Y | +8.4% | -37.4% | +45.9% | +11.6% |
| 3Y | +30.8% | +53.1% | -22.3% | +21.5% |
| 5Y | +41.0% | -47.2% | +88.2% | +42.4% |
| All | +94.9% | -18.9% | +113.8% | +84.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling