+36.5%
JEPI vs PTC
+29.1%
+7.4%
-13.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.7% |
| 30D | +2.5% | +1.2% | +1.3% | +2.4% |
| 3M | +1.9% | +27.4% | -25.4% | -0.8% |
| 6M | +7.7% | +39.2% | -31.5% | +3.2% |
| YTD | +8.2% | +12.5% | -4.4% | +7.6% |
| 1Y | +10.4% | +12.3% | -1.9% | +9.9% |
| 3Y | +36.5% | +28.8% | +7.7% | +28.1% |
| All | +36.5% | +29.1% | +7.4% | +28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling