+40.9%
JEPI vs PTC
-0.9%
+41.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.3% | +2.7% | 0.0% |
| 7D | -1.1% | -13.6% | +12.4% | +1.4% |
| 30D | -1.3% | -14.7% | +13.4% | +1.4% |
| 3M | +3.3% | -5.9% | +9.2% | +3.8% |
| 6M | +1.0% | -21.1% | +22.1% | +5.0% |
| YTD | +4.2% | -26.0% | +30.2% | +9.6% |
| 1Y | +7.9% | -36.8% | +44.8% | +17.3% |
| 3Y | +30.0% | -10.3% | +40.3% | +27.7% |
| 5Y | +40.9% | +1.2% | +39.7% | +31.5% |
| All | +40.9% | -0.9% | +41.9% | +31.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling