+10.6%
JEPI vs PNC
+32.8%
-22.2%
-6.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.4% |
| 7D | +1.5% | +2.3% | -0.8% | +1.1% |
| 30D | +3.6% | +7.0% | -3.4% | +2.3% |
| 3M | +2.3% | -7.3% | +9.6% | +3.6% |
| 6M | +5.6% | +8.9% | -3.3% | +3.8% |
| YTD | +7.5% | +15.5% | -8.1% | +3.5% |
| 1Y | +10.6% | +31.8% | -21.2% | +2.9% |
| All | +10.6% | +32.8% | -22.2% | +2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling