+158.8%
PGR vs JEPI
+41.5%
+117.3%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.7% | 0.0% | +0.1% |
| 7D | -0.6% | -1.0% | +0.4% | +0.3% |
| 30D | +4.9% | -1.4% | +6.4% | +6.3% |
| 3M | +7.6% | +3.5% | +4.1% | +4.4% |
| 6M | +8.3% | +1.9% | +6.3% | +6.3% |
| YTD | +1.7% | +4.4% | -2.7% | -2.4% |
| 1Y | -6.8% | +7.2% | -14.0% | -12.8% |
| 3Y | +73.4% | +29.8% | +43.7% | +34.7% |
| All | +158.8% | +41.5% | +117.3% | +83.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling