+232.5%
PCAR vs JEPI
+92.4%
+140.1%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.1% | +1.2% |
| 7D | -1.6% | -2.0% | +0.5% | +1.2% |
| 30D | -7.3% | -2.0% | -5.3% | -4.7% |
| 3M | +7.8% | +3.8% | +4.0% | +2.7% |
| 6M | +3.6% | +0.8% | +2.7% | +2.7% |
| YTD | +12.9% | +3.7% | +9.1% | +8.0% |
| 1Y | +27.3% | +7.1% | +20.2% | +17.0% |
| 3Y | +61.9% | +29.4% | +32.5% | +17.9% |
| 5Y | +164.2% | +40.8% | +123.4% | +73.3% |
| All | +232.5% | +92.4% | +140.1% | +34.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling