+58.3%
JEPI vs PL
+41.8%
+16.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | -0.2% |
| 7D | +2.9% | +22.3% | -19.3% | +2.0% |
| 30D | +2.6% | -8.3% | +10.9% | +2.8% |
| 3M | +2.2% | -43.3% | +45.5% | +4.3% |
| 6M | +7.6% | -65.8% | +73.4% | +11.5% |
| YTD | +8.3% | -29.5% | +37.8% | +7.8% |
| 1Y | +9.7% | +11.7% | -2.0% | +6.5% |
| 3Y | +36.7% | +540.6% | -503.9% | +16.9% |
| 5Y | +44.4% | +32.9% | +11.5% | +27.5% |
| All | +58.3% | +41.8% | +16.5% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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