-13.0%
PYPL vs JEPI
+29.2%
-42.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.5% | +2.7% | +3.1% |
| 7D | -5.9% | -2.0% | -3.9% | -2.3% |
| 30D | -9.4% | -2.0% | -7.4% | -5.9% |
| 3M | +31.3% | +3.8% | +27.5% | +23.1% |
| 6M | +19.1% | +0.8% | +18.3% | +17.7% |
| YTD | -7.9% | +3.7% | -11.6% | -13.6% |
| 1Y | -17.9% | +7.1% | -25.0% | -27.3% |
| All | -13.0% | +29.2% | -42.1% | -46.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling