+115.2%
PCAR vs JEPI
+44.0%
+71.2%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +4.9% | +2.7% | +2.2% | +1.3% |
| 30D | -1.4% | +2.5% | -4.0% | -4.7% |
| 3M | -18.1% | +1.9% | -20.1% | -20.2% |
| 6M | -4.0% | +7.7% | -11.7% | -12.9% |
| YTD | -1.5% | +8.2% | -9.6% | -10.8% |
| 1Y | +13.2% | +10.4% | +2.8% | -0.2% |
| 3Y | +35.8% | +36.5% | -0.7% | -7.2% |
| All | +115.2% | +44.0% | +71.2% | +38.6% |
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