+92.8%
JEPI vs PNR
+72.3%
+20.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.4% | +0.9% | -0.2% |
| 7D | -2.0% | -5.5% | +3.4% | -0.8% |
| 30D | -2.0% | -15.6% | +13.6% | +1.6% |
| 3M | +3.8% | -20.2% | +24.0% | +8.4% |
| 6M | +0.8% | -36.6% | +37.4% | +10.7% |
| YTD | +3.7% | -45.0% | +48.7% | +17.4% |
| 1Y | +7.1% | -47.4% | +54.6% | +22.5% |
| 3Y | +29.4% | -13.7% | +43.1% | +30.0% |
| 5Y | +40.8% | -20.8% | +61.6% | +38.6% |
| All | +92.8% | +72.3% | +20.5% | +67.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling