+238.3%
PCAR vs JEPI
+95.7%
+142.6%
-27.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.5% | +0.6% |
| 7D | -0.5% | -0.3% | -0.2% | 0.0% |
| 30D | -6.2% | +0.1% | -6.4% | -6.4% |
| 3M | +5.9% | +4.8% | +1.1% | -0.4% |
| 6M | +0.4% | +1.0% | -0.6% | -0.7% |
| YTD | +14.8% | +5.5% | +9.3% | +7.4% |
| 1Y | +30.1% | +9.2% | +20.9% | +16.5% |
| 3Y | +66.7% | +31.2% | +35.5% | +19.1% |
| 5Y | +166.1% | +41.4% | +124.8% | +73.7% |
| All | +238.3% | +95.7% | +142.6% | +34.0% |
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 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