+42.4%
JEPI vs PL
+82.7%
-40.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | -0.3% |
| 7D | -0.3% | -9.3% | +9.0% | 0.0% |
| 30D | +0.1% | -18.9% | +19.1% | +0.9% |
| 3M | +4.8% | -58.4% | +63.1% | +8.0% |
| 6M | +1.0% | -30.3% | +31.3% | +1.3% |
| YTD | +5.5% | -8.1% | +13.6% | +4.1% |
| 1Y | +9.2% | +180.5% | -171.3% | +1.1% |
| 3Y | +31.2% | +444.1% | -413.0% | +13.4% |
| All | +42.4% | +82.7% | -40.3% | +23.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling