+114.6%
PSA vs JEPI
+94.5%
+20.0%
-37.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.6% |
| 7D | -0.4% | -0.2% | -0.2% | -0.2% |
| 30D | -8.2% | -0.6% | -7.6% | -7.5% |
| 3M | -2.1% | +4.8% | -6.9% | -7.1% |
| 6M | -0.2% | +2.1% | -2.3% | -2.4% |
| YTD | +18.5% | +4.8% | +13.7% | +12.6% |
| 1Y | +6.6% | +8.4% | -1.9% | -2.4% |
| 3Y | +24.5% | +30.8% | -6.3% | -8.1% |
| 5Y | +13.6% | +41.0% | -27.4% | -21.9% |
| All | +114.6% | +94.5% | +20.0% | +4.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling