+101.1%
JEPI vs PR
+2,793.5%
-2,692.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.2% | -1.4% | -0.2% |
| 7D | +2.7% | +6.0% | -3.3% | +2.5% |
| 30D | +2.5% | -4.2% | +6.7% | +2.7% |
| 3M | +1.9% | +10.0% | -8.0% | +1.5% |
| 6M | +7.7% | +15.6% | -7.9% | +6.9% |
| YTD | +8.2% | +68.2% | -60.0% | +5.5% |
| 1Y | +10.4% | +79.2% | -68.8% | +7.3% |
| 3Y | +36.5% | +94.9% | -58.4% | +31.7% |
| 5Y | +44.2% | +272.8% | -228.6% | +35.7% |
| All | +101.1% | +2,793.5% | -2,692.5% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 10y: compounded portfolio wealth divided by compounded PR 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…
10y analysis · Full analysis span regression · 6 months rolling