+101.3%
JEPI vs PRU
+203.9%
-102.5%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | +2.9% | 0.0% | +3.0% | +2.9% |
| 30D | +2.6% | +7.9% | -5.4% | +0.8% |
| 3M | +2.2% | +0.9% | +1.3% | +1.9% |
| 6M | +7.6% | +22.4% | -14.8% | +2.8% |
| YTD | +8.3% | +12.7% | -4.4% | +5.1% |
| 1Y | +9.7% | +19.6% | -9.8% | +5.0% |
| 3Y | +36.7% | +54.0% | -17.3% | +23.4% |
| 5Y | +44.4% | +41.0% | +3.4% | +31.0% |
| All | +101.3% | +203.9% | -102.5% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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