+72.9%
PBR vs JEPI
+10.9%
+62.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | +1.7% | -8.6% | -6.0% |
| 7D | -11.0% | +1.5% | -12.4% | -10.1% |
| 30D | -18.8% | +3.6% | -22.3% | -17.3% |
| 3M | +7.8% | +2.3% | +5.5% | +9.2% |
| 6M | -7.6% | +5.6% | -13.2% | -6.2% |
| YTD | +72.7% | +7.5% | +65.2% | +73.0% |
| 1Y | +72.9% | +10.6% | +62.4% | +70.7% |
| All | +72.9% | +10.9% | +62.0% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling