+80.3%
PLD vs JEPI
+101.5%
-21.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -1.5% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -1.8% | +2.8% | -4.7% | -6.2% |
| 3M | -6.0% | +2.6% | -8.7% | -9.9% |
| 6M | -8.4% | +8.4% | -16.7% | -19.3% |
| YTD | +4.2% | +8.6% | -4.4% | -8.7% |
| 1Y | +6.2% | +10.4% | -4.2% | -9.4% |
| 3Y | +37.0% | +37.1% | -0.1% | -17.3% |
| 5Y | +1.2% | +45.5% | -44.3% | -43.3% |
| All | +80.3% | +101.5% | -21.2% | -42.1% |
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