+13.5%
PSA vs JEPI
+39.8%
-26.4%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.6% |
| 7D | -3.6% | -2.0% | -1.6% | -1.3% |
| 30D | -9.4% | -2.0% | -7.4% | -7.2% |
| 3M | -8.2% | +3.8% | -12.0% | -12.0% |
| 6M | -1.8% | +0.8% | -2.7% | -2.6% |
| YTD | +15.7% | +3.7% | +12.0% | +11.3% |
| 1Y | +6.3% | +7.1% | -0.8% | -1.5% |
| 3Y | +21.6% | +29.4% | -7.8% | -10.2% |
| 5Y | +13.5% | +40.8% | -27.3% | -22.5% |
| All | +13.5% | +39.8% | -26.4% | -22.5% |
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