+40.9%
JEPI vs PRU
+43.7%
-2.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.5% | +0.9% | -0.2% |
| 7D | -1.1% | -1.9% | +0.7% | -0.6% |
| 30D | -1.3% | -2.6% | +1.3% | -0.6% |
| 3M | +3.3% | +14.7% | -11.4% | -0.8% |
| 6M | +1.0% | +25.7% | -24.7% | -5.7% |
| YTD | +4.2% | +8.3% | -4.0% | +1.4% |
| 1Y | +7.9% | +17.3% | -9.4% | +2.3% |
| 3Y | +30.0% | +43.2% | -13.1% | +14.4% |
| 5Y | +40.9% | +43.5% | -2.6% | +22.1% |
| All | +40.9% | +43.7% | -2.8% | +22.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling