+7.1%
PFE vs JEPI
+92.4%
-85.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | -4.0% | -2.0% | -2.0% | -2.2% |
| 30D | +3.9% | -2.0% | +5.9% | +5.8% |
| 3M | +9.9% | +3.8% | +6.1% | +6.3% |
| 6M | +5.3% | +0.8% | +4.5% | +4.5% |
| YTD | +16.8% | +3.7% | +13.1% | +13.0% |
| 1Y | +20.4% | +7.1% | +13.3% | +13.5% |
| 3Y | -2.1% | +29.4% | -31.5% | -21.9% |
| 5Y | -21.0% | +40.8% | -61.7% | -41.7% |
| All | +7.1% | +92.4% | -85.4% | -46.9% |
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