-1.6%
PFE vs JEPI
+30.9%
-32.5%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.6% | -1.7% | -1.8% |
| 7D | -2.7% | -0.2% | -2.4% | -2.5% |
| 30D | +3.8% | -0.6% | +4.4% | +4.4% |
| 3M | +10.4% | +4.8% | +5.6% | +5.9% |
| 6M | +6.3% | +2.1% | +4.2% | +4.3% |
| YTD | +17.4% | +4.8% | +12.5% | +12.6% |
| 1Y | +21.1% | +8.4% | +12.7% | +13.1% |
| 3Y | -1.6% | +30.8% | -32.4% | -19.8% |
| All | -1.6% | +30.9% | -32.5% | -19.8% |
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 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