-62.5%
PYPL vs JEPI
+95.7%
-158.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.9% |
| 6M | +18.2% | +1.0% | +17.2% | +16.3% |
| YTD | -5.0% | +5.5% | -10.5% | -13.5% |
| 1Y | -18.8% | +9.2% | -28.0% | -30.4% |
| 3Y | -12.6% | +31.2% | -43.7% | -44.9% |
| 5Y | -80.8% | +41.4% | -122.1% | -89.2% |
| All | -62.5% | +95.7% | -158.2% | -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 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