+54.8%
PAAS vs JEPI
+101.0%
-46.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.3% | -3.8% | -3.7% |
| 7D | -7.0% | +2.9% | -10.0% | -10.6% |
| 30D | -15.3% | +2.6% | -17.9% | -18.0% |
| 3M | -27.7% | +2.2% | -30.0% | -29.7% |
| 6M | -40.5% | +7.6% | -48.1% | -45.8% |
| YTD | -26.5% | +8.3% | -34.8% | -33.2% |
| 1Y | -0.8% | +9.7% | -10.5% | -11.2% |
| 3Y | +196.9% | +36.7% | +160.2% | +101.3% |
| 5Y | +49.2% | +44.4% | +4.8% | -4.6% |
| All | +54.8% | +101.0% | -46.1% | -50.1% |
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