+367.0%
PSX vs JEPI
+39.8%
+327.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.4% |
| 7D | +1.5% | -2.0% | +3.5% | +3.7% |
| 30D | +15.8% | -2.0% | +17.8% | +18.3% |
| 3M | +43.0% | +3.8% | +39.2% | +37.2% |
| 6M | +61.1% | +0.8% | +60.3% | +58.8% |
| YTD | +104.5% | +3.7% | +100.8% | +95.0% |
| 1Y | +102.5% | +7.1% | +95.4% | +85.9% |
| 3Y | +133.5% | +29.4% | +104.1% | +78.9% |
| 5Y | +367.0% | +40.8% | +326.2% | +228.4% |
| All | +367.0% | +39.8% | +327.1% | +228.4% |
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 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