+246.9%
PGR vs JEPI
+93.3%
+153.6%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.8% |
| 7D | +0.9% | -1.2% | +2.2% | +2.1% |
| 30D | +5.4% | -2.0% | +7.4% | +7.4% |
| 3M | +8.9% | +2.9% | +6.0% | +6.0% |
| 6M | +7.8% | +3.2% | +4.6% | +4.5% |
| YTD | +3.3% | +4.2% | -0.9% | -1.0% |
| 1Y | -5.2% | +7.6% | -12.8% | -12.0% |
| 3Y | +73.2% | +29.0% | +44.2% | +32.6% |
| 5Y | +165.1% | +42.3% | +122.8% | +80.9% |
| All | +246.9% | +93.3% | +153.6% | +45.1% |
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