+29.5%
JEPI vs PRU
+42.2%
-12.7%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.1% | -1.9% | +0.7% | -0.7% |
| 30D | -1.3% | -2.6% | +1.3% | -0.6% |
| 3M | +3.3% | +14.7% | -11.4% | -0.6% |
| 6M | +1.0% | +25.7% | -24.7% | -5.5% |
| YTD | +4.2% | +8.3% | -4.0% | +1.6% |
| 1Y | +7.9% | +17.3% | -9.4% | +2.5% |
| All | +29.5% | +42.2% | -12.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling