-63.4%
PYPL vs JEPI
+93.8%
-157.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | -0.5% |
| 7D | -2.3% | -1.0% | -1.3% | -0.5% |
| 30D | -9.0% | -1.4% | -7.6% | -6.6% |
| 3M | +30.6% | +3.5% | +27.0% | +23.0% |
| 6M | +18.6% | +1.9% | +16.6% | +14.8% |
| YTD | -7.2% | +4.4% | -11.6% | -13.9% |
| 1Y | -19.3% | +7.2% | -26.4% | -28.4% |
| 3Y | -12.3% | +29.8% | -42.1% | -43.6% |
| 5Y | -80.9% | +41.7% | -122.6% | -89.3% |
| All | -63.4% | +93.8% | -157.1% | -87.2% |
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 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