+250.3%
PH vs JEPI
+39.8%
+210.5%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -0.7% |
| 7D | -3.1% | -2.0% | -1.1% | +0.5% |
| 30D | -11.8% | -2.0% | -9.8% | -8.5% |
| 3M | +6.9% | +3.8% | +3.1% | +0.2% |
| 6M | -1.3% | +0.8% | -2.1% | -2.5% |
| YTD | +7.0% | +3.7% | +3.2% | +0.5% |
| 1Y | +23.1% | +7.1% | +16.0% | +9.4% |
| 3Y | +135.4% | +29.4% | +106.0% | +54.9% |
| 5Y | +250.3% | +40.8% | +209.6% | +104.2% |
| All | +250.3% | +39.8% | +210.5% | +104.2% |
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