+94.2%
JEPI vs PSLV
+227.9%
-133.7%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.7% |
| 7D | -1.0% | -3.5% | +2.5% | -0.8% |
| 30D | -1.4% | -2.1% | +0.7% | -1.3% |
| 3M | +3.5% | -1.6% | +5.2% | +3.5% |
| 6M | +1.9% | -25.5% | +27.4% | +3.4% |
| YTD | +4.4% | -11.4% | +15.9% | +3.5% |
| 1Y | +7.2% | +48.6% | -41.4% | +1.6% |
| 3Y | +29.8% | +166.9% | -137.1% | +16.5% |
| 5Y | +41.7% | +152.4% | -110.7% | +26.4% |
| All | +94.2% | +227.9% | -133.7% | +67.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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