+18.4%
JEPQ vs PAAS
+42.5%
-24.1%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.3% | +3.5% | -0.4% |
| 7D | -0.7% | -3.7% | +3.1% | -0.3% |
| 30D | +0.6% | -1.9% | +2.4% | +0.6% |
| 3M | +5.8% | +15.1% | -9.3% | +3.9% |
| 6M | +9.7% | -17.1% | +26.8% | +10.2% |
| YTD | +10.5% | -1.3% | +11.9% | +9.2% |
| 1Y | +18.4% | +41.1% | -22.7% | +12.2% |
| All | +18.4% | +42.5% | -24.1% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling