-59.6%
PYPL vs JEPI
+100.7%
-160.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.9% |
| 7D | +0.1% | +2.7% | -2.6% | -4.6% |
| 30D | +5.7% | +2.5% | +3.1% | +0.9% |
| 3M | -1.9% | +1.9% | -3.9% | -5.3% |
| 6M | +31.8% | +7.7% | +24.1% | +15.5% |
| YTD | +2.4% | +8.2% | -5.7% | -10.9% |
| 1Y | -8.2% | +10.4% | -18.6% | -23.0% |
| 3Y | +10.2% | +36.5% | -26.3% | -35.5% |
| 5Y | -71.2% | +44.2% | -115.4% | -84.4% |
| All | -59.6% | +100.7% | -160.2% | -86.8% |
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 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