+94.9%
JEPI vs PFG
+309.1%
-214.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.4% | +0.8% | -0.3% |
| 7D | -0.2% | +6.0% | -6.2% | -1.5% |
| 30D | -0.6% | +2.2% | -2.8% | -1.1% |
| 3M | +4.8% | +10.4% | -5.6% | +2.4% |
| 6M | +2.1% | +27.8% | -25.7% | -3.4% |
| YTD | +4.8% | +33.6% | -28.8% | -1.9% |
| 1Y | +8.4% | +49.3% | -40.9% | -1.1% |
| 3Y | +30.8% | +69.7% | -38.9% | +15.4% |
| 5Y | +41.0% | +111.3% | -70.4% | +19.5% |
| All | +94.9% | +309.1% | -214.2% | +54.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling