-11.1%
PCG vs JEPI
+30.9%
-42.0%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.6% | +4.2% | +4.3% |
| 7D | +5.4% | -0.2% | +5.6% | +5.6% |
| 30D | -15.1% | -0.6% | -14.5% | -14.5% |
| 3M | -9.8% | +4.8% | -14.6% | -13.9% |
| 6M | -18.0% | +2.1% | -20.1% | -19.6% |
| YTD | -7.2% | +4.8% | -12.1% | -11.4% |
| 1Y | +2.9% | +8.4% | -5.6% | -5.0% |
| 3Y | -11.1% | +30.8% | -41.9% | -34.5% |
| All | -11.1% | +30.9% | -42.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling