+224.2%
PAAS vs JEPI
+35.1%
+189.1%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.1% | +0.8% | -0.1% |
| 7D | +8.8% | +0.3% | +8.5% | +8.3% |
| 30D | -8.5% | +1.4% | -9.9% | -10.3% |
| 3M | -17.0% | +1.3% | -18.3% | -18.4% |
| 6M | -27.9% | +6.3% | -34.2% | -33.8% |
| YTD | -17.5% | +6.8% | -24.3% | -24.1% |
| 1Y | +22.8% | +9.8% | +13.0% | +9.3% |
| 3Y | +224.2% | +36.0% | +188.2% | +73.4% |
| All | +224.2% | +35.1% | +189.1% | +73.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling