+126.5%
PM vs JEPI
+40.5%
+86.0%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.9% |
| 7D | -1.2% | -1.1% | 0.0% | -0.4% |
| 30D | -0.2% | -1.3% | +1.1% | +0.8% |
| 3M | +4.9% | +3.3% | +1.6% | +2.5% |
| 6M | +9.0% | +1.0% | +8.0% | +8.3% |
| YTD | +17.8% | +4.2% | +13.5% | +14.5% |
| 1Y | +16.8% | +7.9% | +8.9% | +10.8% |
| 3Y | +125.4% | +30.0% | +95.4% | +83.4% |
| All | +126.5% | +40.5% | +86.0% | +68.9% |
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