+110.7%
PAAS vs JEPI
+95.7%
+15.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.4% | -2.0% | -1.9% |
| 7D | -2.9% | -0.3% | -2.6% | -2.4% |
| 30D | +6.8% | +0.1% | +6.7% | +6.6% |
| 3M | -2.9% | +4.8% | -7.6% | -8.5% |
| 6M | -16.4% | +1.0% | -17.4% | -17.3% |
| YTD | 0.0% | +5.5% | -5.5% | -6.0% |
| 1Y | +54.3% | +9.2% | +45.1% | +38.8% |
| 3Y | +230.7% | +31.2% | +199.5% | +136.2% |
| 5Y | +111.6% | +41.4% | +70.3% | +39.3% |
| All | +110.7% | +95.7% | +15.0% | -29.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling