-18.8%
PYPL vs JEPI
+9.5%
-28.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.7% | -2.4% |
| 7D | +2.7% | -0.3% | +3.0% | +3.4% |
| 30D | -4.9% | +0.1% | -5.0% | -5.0% |
| 3M | +28.9% | +4.8% | +24.1% | +19.2% |
| 6M | +18.2% | +1.0% | +17.2% | +17.5% |
| YTD | -5.0% | +5.5% | -10.5% | -14.7% |
| 1Y | -18.8% | +9.2% | -28.0% | -32.2% |
| All | -18.8% | +9.5% | -28.4% | -32.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling