+29.0%
PEP vs JEPI
+92.4%
-63.5%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.4% |
| 7D | -1.4% | -2.0% | +0.7% | +0.3% |
| 30D | -0.2% | -2.0% | +1.8% | +1.5% |
| 3M | -4.3% | +3.8% | -8.1% | -7.2% |
| 6M | -13.2% | +0.8% | -14.0% | -13.8% |
| YTD | -1.9% | +3.7% | -5.6% | -4.8% |
| 1Y | -0.3% | +7.1% | -7.4% | -6.0% |
| 3Y | -13.6% | +29.4% | -43.0% | -32.0% |
| 5Y | +3.4% | +40.8% | -37.4% | -25.3% |
| All | +29.0% | +92.4% | -63.5% | -37.2% |
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