+63.2%
PAAS vs JEPI
+43.6%
+19.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -6.0% | -6.0% |
| 7D | +4.2% | +0.6% | +3.6% | +3.5% |
| 30D | -13.8% | +1.6% | -15.4% | -15.4% |
| 3M | -22.7% | +1.3% | -24.0% | -23.9% |
| 6M | -32.1% | +6.5% | -38.6% | -37.1% |
| YTD | -22.3% | +6.9% | -29.2% | -28.0% |
| 1Y | +7.7% | +9.4% | -1.8% | -2.8% |
| 3Y | +214.0% | +35.0% | +179.0% | +120.7% |
| 5Y | +63.2% | +43.2% | +20.0% | +9.5% |
| All | +63.2% | +43.6% | +19.6% | +9.5% |
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