+28.9%
JEPI vs PODD
-23.0%
+51.9%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | -2.0% | -10.6% | +8.5% | -1.3% |
| 30D | -2.0% | -6.9% | +4.9% | -1.5% |
| 3M | +3.8% | -10.6% | +14.4% | +4.2% |
| 6M | +0.8% | -43.5% | +44.3% | +5.0% |
| YTD | +3.7% | -52.6% | +56.3% | +9.6% |
| 1Y | +7.1% | -60.1% | +67.2% | +14.7% |
| All | +28.9% | -23.0% | +51.9% | +30.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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