+53.9%
PAAS vs JEPI
+100.7%
-46.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.4% | -0.4% |
| 7D | -8.9% | +2.7% | -11.6% | -12.1% |
| 30D | -11.4% | +2.5% | -13.9% | -14.2% |
| 3M | -20.4% | +1.9% | -22.4% | -22.3% |
| 6M | -40.7% | +7.7% | -48.4% | -46.1% |
| YTD | -26.9% | +8.2% | -35.1% | -33.5% |
| 1Y | -3.1% | +10.4% | -13.5% | -13.9% |
| 3Y | +199.3% | +36.5% | +162.7% | +103.2% |
| 5Y | +48.3% | +44.2% | +4.1% | -5.0% |
| All | +53.9% | +100.7% | -46.7% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPI.
Daily Out/Under-Performance
Portfolio return minus JEPI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPI 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 JEPI 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