+22.0%
PCG vs JEPI
+93.4%
-71.4%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.6% | -3.7% | -3.6% |
| 7D | +6.5% | -1.1% | +7.6% | +7.9% |
| 30D | -16.7% | -1.3% | -15.5% | -15.4% |
| 3M | -14.2% | +3.3% | -17.5% | -17.3% |
| 6M | -21.5% | +1.0% | -22.5% | -22.2% |
| YTD | -11.2% | +4.2% | -15.4% | -15.2% |
| 1Y | -4.2% | +7.9% | -12.1% | -12.2% |
| 3Y | -14.9% | +30.0% | -44.9% | -37.8% |
| 5Y | +54.2% | +40.9% | +13.3% | +1.7% |
| All | +22.0% | +93.4% | -71.4% | -52.3% |
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