+52.4%
JEPI vs PL
+75.7%
-23.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | -0.4% |
| 7D | -1.1% | -13.9% | +12.7% | -0.6% |
| 30D | -1.3% | -25.5% | +24.2% | -0.2% |
| 3M | +3.3% | -44.8% | +48.1% | +5.5% |
| 6M | +1.0% | -33.3% | +34.3% | +1.4% |
| YTD | +4.2% | -12.7% | +16.9% | +3.1% |
| 1Y | +7.9% | +90.9% | -83.0% | +2.3% |
| 3Y | +30.0% | +528.5% | -498.4% | +11.6% |
| 5Y | +40.9% | +72.7% | -31.8% | +23.3% |
| All | +52.4% | +75.7% | -23.3% | +33.2% |
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