+107.9%
PAAS vs JEPI
+92.4%
+15.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.5% | -3.8% | -3.6% |
| 7D | -3.7% | -2.0% | -1.7% | -1.1% |
| 30D | -1.9% | -2.0% | +0.2% | +0.8% |
| 3M | +15.1% | +3.8% | +11.3% | +9.8% |
| 6M | -17.1% | +0.8% | -17.9% | -17.7% |
| YTD | -1.3% | +3.7% | -5.0% | -5.2% |
| 1Y | +41.1% | +7.1% | +34.0% | +30.1% |
| 3Y | +244.2% | +29.4% | +214.8% | +150.3% |
| 5Y | +120.8% | +40.8% | +80.1% | +45.3% |
| All | +107.9% | +92.4% | +15.5% | -29.1% |
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