+13.1%
PCG vs JEPI
+101.5%
-88.4%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.0% | -1.9% | -2.1% |
| 7D | -2.2% | -0.1% | -2.1% | -2.2% |
| 30D | -0.5% | +2.8% | -3.3% | -3.7% |
| 3M | -24.0% | +2.6% | -26.6% | -26.2% |
| 6M | -18.6% | +8.4% | -27.0% | -25.9% |
| YTD | -17.7% | +8.6% | -26.3% | -25.2% |
| 1Y | -20.0% | +10.4% | -30.4% | -28.7% |
| 3Y | -20.2% | +37.1% | -57.3% | -45.3% |
| 5Y | +8.4% | +45.5% | -37.1% | -31.2% |
| All | +13.1% | +101.5% | -88.4% | -58.0% |
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 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