+116.1%
PAAS vs JEPI
+41.6%
+74.5%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | +0.1% |
| 7D | +2.0% | -0.2% | +2.2% | +2.3% |
| 30D | -0.1% | -0.6% | +0.5% | +0.7% |
| 3M | +8.2% | +4.8% | +3.4% | +2.3% |
| 6M | -13.8% | +2.1% | -15.9% | -15.7% |
| YTD | -0.6% | +4.8% | -5.5% | -5.6% |
| 1Y | +44.0% | +8.4% | +35.6% | +31.5% |
| 3Y | +246.6% | +30.8% | +215.8% | +155.4% |
| 5Y | +116.1% | +41.0% | +75.1% | +46.8% |
| All | +116.1% | +41.6% | +74.5% | +46.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling