+330.3%
PSX vs JEPI
+93.8%
+236.6%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | +1.7% | -1.0% | +2.7% | +2.9% |
| 30D | +15.6% | -1.4% | +17.1% | +17.5% |
| 3M | +46.5% | +3.5% | +42.9% | +40.3% |
| 6M | +55.0% | +1.9% | +53.1% | +50.6% |
| YTD | +105.3% | +4.4% | +100.9% | +93.2% |
| 1Y | +101.6% | +7.2% | +94.4% | +83.4% |
| 3Y | +134.1% | +29.8% | +104.4% | +71.7% |
| 5Y | +368.7% | +41.7% | +327.0% | +204.4% |
| All | +330.3% | +93.8% | +236.6% | +29.4% |
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