-12.5%
PEP vs JEPI
+30.9%
-43.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.6% | +1.2% | +1.0% |
| 7D | +0.1% | -0.2% | +0.3% | +0.2% |
| 30D | +0.7% | -0.6% | +1.2% | +1.1% |
| 3M | -0.5% | +4.8% | -5.3% | -3.4% |
| 6M | -11.3% | +2.1% | -13.4% | -12.4% |
| YTD | -0.6% | +4.8% | -5.4% | -3.4% |
| 1Y | +1.7% | +8.4% | -6.8% | -3.3% |
| 3Y | -12.5% | +30.8% | -43.3% | -29.7% |
| All | -12.5% | +30.9% | -43.3% | -29.7% |
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