+72.8%
PPL vs JEPI
+93.4%
-20.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.6% | -0.9% | -1.0% |
| 7D | 0.0% | -1.1% | +1.2% | +1.1% |
| 30D | -1.3% | -1.3% | 0.0% | -0.1% |
| 3M | -2.6% | +3.3% | -5.9% | -5.4% |
| 6M | -8.4% | +1.0% | -9.4% | -9.3% |
| YTD | +0.2% | +4.2% | -4.0% | -3.7% |
| 1Y | -0.2% | +7.9% | -8.2% | -7.2% |
| 3Y | +52.9% | +30.0% | +22.9% | +16.5% |
| 5Y | +36.8% | +40.9% | -4.1% | -5.2% |
| All | +72.8% | +93.4% | -20.6% | -27.0% |
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 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