+94.6%
JEPI vs PR
+2,630.3%
-2,535.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.9% | -1.9% | 0.0% |
| 7D | -2.0% | -16.4% | +14.4% | -1.3% |
| 30D | 0.0% | -1.9% | +1.9% | 0.0% |
| 3M | -0.8% | +8.0% | -8.7% | -1.2% |
| 6M | +3.2% | +4.1% | -0.9% | +2.9% |
| YTD | +4.7% | +58.7% | -54.0% | +2.3% |
| 1Y | +8.0% | +75.8% | -67.8% | +5.1% |
| 3Y | +32.3% | +73.2% | -40.9% | +28.2% |
| 5Y | +40.5% | +230.1% | -189.6% | +32.6% |
| All | +94.6% | +2,630.3% | -2,535.8% | +74.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling