+94.9%
JEPI vs PTC
+89.3%
+5.6%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -5.5% | +4.9% | +0.3% |
| 7D | -0.2% | -12.8% | +12.6% | +1.9% |
| 30D | -0.6% | -9.8% | +9.2% | +0.9% |
| 3M | +4.8% | -2.1% | +6.9% | +4.6% |
| 6M | +2.1% | -18.1% | +20.2% | +4.9% |
| YTD | +4.8% | -23.5% | +28.3% | +8.8% |
| 1Y | +8.4% | -37.4% | +45.8% | +16.5% |
| 3Y | +30.8% | -7.2% | +38.0% | +29.1% |
| 5Y | +41.0% | +2.7% | +38.3% | +34.4% |
| All | +94.9% | +89.3% | +5.6% | +68.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling