+29.8%
JEPI vs PHM
+49.3%
-19.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.5% |
| 7D | -1.0% | -5.0% | +4.0% | -0.3% |
| 30D | -1.4% | -8.4% | +7.0% | -0.2% |
| 3M | +3.5% | -4.4% | +8.0% | +4.0% |
| 6M | +1.9% | -3.7% | +5.7% | +2.1% |
| YTD | +4.4% | +1.3% | +3.2% | +3.6% |
| 1Y | +7.2% | -14.0% | +21.2% | +8.8% |
| 3Y | +29.8% | +48.1% | -18.4% | +17.8% |
| All | +29.8% | +49.3% | -19.6% | +17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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