+30.8%
JEPI vs PL
+518.4%
-487.6%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.6% |
| 7D | -0.2% | -7.5% | +7.3% | 0.0% |
| 30D | -0.6% | -25.6% | +25.0% | +0.4% |
| 3M | +4.8% | -45.6% | +50.4% | +6.8% |
| 6M | +2.1% | -29.5% | +31.6% | +2.2% |
| YTD | +4.8% | -9.7% | +14.5% | +3.5% |
| 1Y | +8.4% | +84.4% | -75.9% | +3.0% |
| 3Y | +30.8% | +550.0% | -519.2% | +10.8% |
| All | +30.8% | +518.4% | -487.6% | +10.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling