+329.8%
PSX vs JEPI
+94.5%
+235.3%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +2.3% |
| 7D | +2.8% | -0.2% | +3.1% | +3.1% |
| 30D | +27.8% | -0.6% | +28.4% | +28.6% |
| 3M | +42.0% | +4.8% | +37.2% | +34.1% |
| 6M | +58.1% | +2.1% | +56.0% | +53.3% |
| YTD | +105.0% | +4.8% | +100.2% | +92.1% |
| 1Y | +104.9% | +8.4% | +96.5% | +83.8% |
| 3Y | +134.1% | +30.8% | +103.3% | +70.1% |
| 5Y | +363.8% | +41.0% | +322.9% | +205.2% |
| All | +329.8% | +94.5% | +235.3% | +28.6% |
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