+40.8%
JEPI vs PODD
-55.6%
+96.3%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.9% | -0.3% |
| 7D | -2.0% | -10.6% | +8.5% | -1.0% |
| 30D | -2.0% | -6.9% | +4.9% | -1.4% |
| 3M | +3.8% | -10.6% | +14.4% | +4.4% |
| 6M | +0.8% | -43.5% | +44.3% | +6.3% |
| YTD | +3.7% | -52.6% | +56.3% | +11.4% |
| 1Y | +7.1% | -60.1% | +67.2% | +17.2% |
| 3Y | +29.4% | -21.7% | +51.1% | +29.0% |
| 5Y | +40.8% | -54.6% | +95.3% | +44.9% |
| All | +40.8% | -55.6% | +96.3% | +44.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling