-4.2%
PGR vs JEPI
+7.6%
-11.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.6% |
| 7D | +0.9% | -1.2% | +2.2% | +1.3% |
| 30D | +5.4% | -2.0% | +7.4% | +6.0% |
| 3M | +8.9% | +2.9% | +6.0% | +8.5% |
| 6M | +7.8% | +3.2% | +4.6% | +7.7% |
| YTD | +3.3% | +4.2% | -0.9% | +2.0% |
| All | -4.2% | +7.6% | -11.8% | -6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling