+94.2%
JEPI vs PTC
+85.8%
+8.4%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -0.9% | +0.4% |
| 7D | -1.0% | -7.3% | +6.3% | +0.2% |
| 30D | -1.4% | -11.6% | +10.2% | +0.4% |
| 3M | +3.5% | +10.5% | -6.9% | +1.5% |
| 6M | +1.9% | -17.8% | +19.7% | +4.6% |
| YTD | +4.4% | -24.9% | +29.4% | +8.7% |
| 1Y | +7.2% | -36.8% | +44.0% | +14.9% |
| 3Y | +29.8% | -8.7% | +38.5% | +28.5% |
| 5Y | +41.7% | +4.1% | +37.6% | +35.0% |
| All | +94.2% | +85.8% | +8.4% | +67.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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