+35.8%
PCAR vs JEPI
+36.7%
-0.9%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +4.9% | +2.7% | +2.2% | +1.1% |
| 30D | -1.4% | +2.5% | -4.0% | -5.0% |
| 3M | -18.1% | +1.9% | -20.1% | -20.4% |
| 6M | -4.0% | +7.7% | -11.7% | -13.8% |
| YTD | -1.5% | +8.2% | -9.6% | -11.7% |
| 1Y | +13.2% | +10.4% | +2.8% | -1.3% |
| 3Y | +35.8% | +36.5% | -0.7% | -16.2% |
| All | +35.8% | +36.7% | -0.9% | -16.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling