+40.8%
JEPI vs PFG
+108.9%
-68.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -2.0% | -3.0% | +1.0% | -1.2% |
| 30D | -2.0% | +2.5% | -4.5% | -2.8% |
| 3M | +3.8% | +6.1% | -2.3% | +1.9% |
| 6M | +0.8% | +31.3% | -30.5% | -6.9% |
| YTD | +3.7% | +33.6% | -29.8% | -4.9% |
| 1Y | +7.1% | +48.5% | -41.4% | -5.0% |
| 3Y | +29.4% | +69.6% | -40.2% | +9.2% |
| 5Y | +40.8% | +111.5% | -70.7% | +9.4% |
| All | +40.8% | +108.9% | -68.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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