+35.0%
JEPI vs PENG
+191.8%
-156.8%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.3% | +2.4% | +0.2% |
| 7D | +0.6% | -16.1% | +16.7% | +1.2% |
| 30D | +1.6% | -41.5% | +43.0% | +3.7% |
| 3M | +1.3% | -19.1% | +20.4% | +1.6% |
| 6M | +6.5% | +0.9% | +5.5% | +3.6% |
| YTD | +6.9% | +128.2% | -121.3% | -3.1% |
| 1Y | +9.4% | +98.6% | -89.1% | +0.2% |
| 3Y | +35.0% | +188.2% | -153.2% | +17.8% |
| All | +35.0% | +191.8% | -156.8% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 3y: compounded portfolio wealth divided by compounded PENG 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…
3y analysis · Full analysis span regression · 6 months rolling