+13.5%
PFE vs JEPI
+100.7%
-87.2%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -4.1% |
| 30D | +0.3% | +2.5% | -2.2% | -1.9% |
| 3M | +9.4% | +1.9% | +7.4% | +7.5% |
| 6M | +14.9% | +7.7% | +7.2% | +7.4% |
| YTD | +23.8% | +8.2% | +15.6% | +15.4% |
| 1Y | +19.5% | +10.4% | +9.1% | +9.5% |
| 3Y | +21.0% | +36.5% | -15.5% | -8.0% |
| 5Y | -23.9% | +44.2% | -68.1% | -45.0% |
| All | +13.5% | +100.7% | -87.2% | -45.8% |
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 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