+94.2%
JEPI vs PFGC
+279.7%
-185.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.7% |
| 7D | -1.0% | -4.8% | +3.8% | -0.4% |
| 30D | -1.4% | -12.5% | +11.1% | +0.3% |
| 3M | +3.5% | -9.7% | +13.3% | +4.8% |
| 6M | +1.9% | +7.0% | -5.1% | +0.8% |
| YTD | +4.4% | +4.5% | 0.0% | +3.4% |
| 1Y | +7.2% | -11.6% | +18.8% | +8.4% |
| 3Y | +29.8% | +58.5% | -28.7% | +21.4% |
| 5Y | +41.7% | +112.6% | -70.9% | +27.7% |
| All | +94.2% | +279.7% | -185.6% | +68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 10y: compounded portfolio wealth divided by compounded PFGC 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…
10y analysis · Full analysis span regression · 6 months rolling