+94.9%
JEPI vs PR
+2,849.5%
-2,754.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.7% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | -0.6% | +17.4% | -18.0% | -1.3% |
| 3M | +4.8% | +21.8% | -17.0% | +3.9% |
| 6M | +2.1% | +27.6% | -25.5% | +0.9% |
| YTD | +4.8% | +71.4% | -66.6% | +2.2% |
| 1Y | +8.4% | +78.3% | -69.9% | +5.5% |
| 3Y | +30.8% | +85.5% | -54.7% | +26.3% |
| 5Y | +41.0% | +422.7% | -381.7% | +32.2% |
| All | +94.9% | +2,849.5% | -2,754.6% | +74.7% |
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