+907.9%
PBR vs JEPI
+93.4%
+814.5%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.0% |
| 7D | +0.3% | -1.1% | +1.5% | +1.3% |
| 30D | +17.5% | -1.3% | +18.8% | +18.7% |
| 3M | +20.9% | +3.3% | +17.5% | +16.9% |
| 6M | +20.2% | +1.0% | +19.2% | +18.6% |
| YTD | +84.3% | +4.2% | +80.0% | +76.1% |
| 1Y | +77.1% | +7.9% | +69.2% | +63.5% |
| 3Y | +100.8% | +30.0% | +70.8% | +53.9% |
| 5Y | +556.1% | +40.9% | +515.2% | +361.7% |
| All | +907.9% | +93.4% | +814.5% | +263.9% |
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