+84.1%
JEPQ vs PAAS
+63.3%
+20.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.9% | +0.2% |
| 7D | +5.7% | -7.0% | +12.8% | +6.6% |
| 30D | -5.9% | -15.3% | +9.4% | -4.1% |
| 3M | -2.5% | -27.7% | +25.3% | +1.0% |
| 6M | +1.3% | -40.5% | +41.7% | +6.7% |
| YTD | +7.8% | -26.5% | +34.4% | +9.9% |
| 1Y | +8.8% | -0.8% | +9.5% | +6.6% |
| 3Y | +62.3% | +196.9% | -134.7% | +34.5% |
| All | +84.1% | +63.3% | +20.7% | +68.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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