+101.3%
JEPI vs PR
+2,758.4%
-2,657.0%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.0% | -2.3% | -0.4% |
| 7D | +2.9% | +6.7% | -3.8% | +2.6% |
| 30D | +2.6% | -6.1% | +8.7% | +2.8% |
| 3M | +2.2% | +6.9% | -4.6% | +1.9% |
| 6M | +7.6% | +14.6% | -7.0% | +6.8% |
| YTD | +8.3% | +66.1% | -57.8% | +5.7% |
| 1Y | +9.7% | +77.0% | -67.3% | +6.7% |
| 3Y | +36.7% | +93.8% | -57.1% | +31.9% |
| 5Y | +44.4% | +268.2% | -223.8% | +36.0% |
| All | +101.3% | +2,758.4% | -2,657.0% | +80.6% |
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