+2.9%
PEP vs JEPI
+44.7%
-41.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -0.9% |
| 7D | -0.3% | +2.9% | -3.2% | -2.5% |
| 30D | +11.8% | +2.6% | +9.2% | +9.5% |
| 3M | +3.7% | +2.2% | +1.4% | +1.9% |
| 6M | -4.3% | +7.6% | -11.9% | -9.5% |
| YTD | +2.1% | +8.3% | -6.2% | -4.0% |
| 1Y | +2.5% | +9.7% | -7.2% | -4.6% |
| 3Y | -5.0% | +36.7% | -41.7% | -27.0% |
| 5Y | +2.9% | +44.4% | -41.5% | -24.8% |
| All | +2.9% | +44.7% | -41.8% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling