+29.8%
JEPI vs PNR
-14.5%
+44.2%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.3% | +1.0% | +0.7% |
| 7D | -1.0% | -6.0% | +5.0% | +0.2% |
| 30D | -1.4% | -14.0% | +12.6% | +1.5% |
| 3M | +3.5% | -21.7% | +25.2% | +8.2% |
| 6M | +1.9% | -37.3% | +39.2% | +11.7% |
| YTD | +4.4% | -45.1% | +49.6% | +17.8% |
| 1Y | +7.2% | -49.1% | +56.3% | +23.1% |
| 3Y | +29.8% | -14.8% | +44.6% | +33.9% |
| All | +29.8% | -14.5% | +44.2% | +33.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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