+163.9%
PCAR vs JEPI
+40.2%
+123.7%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.3% |
| 7D | -0.2% | -1.1% | +0.9% | +1.3% |
| 30D | -6.9% | -1.3% | -5.6% | -5.3% |
| 3M | +2.1% | +3.3% | -1.2% | -2.2% |
| 6M | +1.6% | +1.0% | +0.6% | +0.5% |
| YTD | +12.2% | +4.2% | +8.0% | +6.7% |
| 1Y | +28.0% | +7.9% | +20.1% | +16.6% |
| 3Y | +61.0% | +30.0% | +30.9% | +17.0% |
| 5Y | +163.9% | +40.9% | +123.0% | +74.0% |
| All | +163.9% | +40.2% | +123.7% | +74.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling