+80.0%
PPL vs JEPI
+98.2%
-18.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.3% | -2.1% |
| 7D | -1.2% | +0.3% | -1.6% | -1.7% |
| 30D | +4.2% | +1.4% | +2.8% | +2.7% |
| 3M | +1.5% | +1.3% | +0.2% | +0.2% |
| 6M | +1.0% | +6.3% | -5.3% | -4.6% |
| YTD | +4.4% | +6.8% | -2.4% | -2.0% |
| 1Y | +0.8% | +9.8% | -9.1% | -7.9% |
| 3Y | +56.5% | +36.0% | +20.5% | +13.7% |
| 5Y | +47.7% | +43.4% | +4.3% | +0.7% |
| All | +80.0% | +98.2% | -18.2% | -25.8% |
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