+6.2%
PLD vs JEPI
+11.1%
-4.9%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.0% | -1.1% |
| 7D | -1.0% | -0.1% | -0.9% | -0.9% |
| 30D | -1.8% | +2.8% | -4.7% | -5.2% |
| 3M | -6.0% | +2.6% | -8.7% | -9.0% |
| 6M | -8.4% | +8.4% | -16.7% | -16.8% |
| YTD | +4.2% | +8.6% | -4.4% | -4.7% |
| 1Y | +6.2% | +10.4% | -4.2% | -4.0% |
| All | +6.2% | +11.1% | -4.9% | -4.0% |
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