+29.9%
PEP vs JEPI
+95.7%
-65.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.4% | -0.3% | -0.4% |
| 7D | -1.4% | -0.3% | -1.1% | -1.1% |
| 30D | +0.2% | +0.1% | +0.1% | +0.1% |
| 3M | -1.1% | +4.8% | -5.9% | -4.8% |
| 6M | -13.5% | +1.0% | -14.5% | -14.2% |
| YTD | -1.2% | +5.5% | -6.7% | -5.5% |
| 1Y | -1.6% | +9.2% | -10.8% | -8.7% |
| 3Y | -12.5% | +31.2% | -43.7% | -31.9% |
| 5Y | +3.0% | +41.4% | -38.3% | -25.4% |
| All | +29.9% | +95.7% | -65.8% | -37.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling