+92.8%
JEPI vs PSKY
-38.0%
+130.8%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.6% | -2.1% | -0.6% |
| 7D | -2.0% | -6.0% | +3.9% | -1.8% |
| 30D | -2.0% | +10.7% | -12.7% | -2.5% |
| 3M | +3.8% | +1.2% | +2.6% | +3.7% |
| 6M | +0.8% | +1.5% | -0.7% | +0.6% |
| YTD | +3.7% | -21.8% | +25.5% | +4.5% |
| 1Y | +7.1% | -30.2% | +37.3% | +8.2% |
| 3Y | +29.4% | -20.1% | +49.5% | +28.0% |
| 5Y | +40.8% | -70.5% | +111.3% | +42.9% |
| All | +92.8% | -38.0% | +130.8% | +84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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