+32.3%
JEPI vs PL
+455.3%
-423.0%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +10.4% | -10.3% | -0.3% |
| 7D | -2.0% | -6.8% | +4.9% | -1.8% |
| 30D | 0.0% | -29.3% | +29.3% | +1.1% |
| 3M | -0.8% | -44.8% | +44.0% | +1.1% |
| 6M | +3.2% | -68.4% | +71.6% | +6.7% |
| YTD | +4.7% | -36.4% | +41.0% | +4.4% |
| 1Y | +8.0% | +0.7% | +7.3% | +5.2% |
| 3Y | +32.3% | +455.3% | -423.0% | +13.5% |
| All | +32.3% | +455.3% | -423.0% | +13.5% |
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