+60.5%
JEPQ vs PAAS
+195.7%
-135.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -1.0% |
| 7D | +3.4% | -8.9% | +12.3% | +4.4% |
| 30D | -5.6% | -11.4% | +5.8% | -4.4% |
| 3M | -4.2% | -20.4% | +16.3% | -2.1% |
| 6M | -0.2% | -40.7% | +40.5% | +4.5% |
| YTD | +6.7% | -26.9% | +33.7% | +8.6% |
| 1Y | +9.5% | -3.1% | +12.5% | +8.0% |
| 3Y | +60.5% | +199.3% | -138.7% | +44.3% |
| All | +60.5% | +195.7% | -135.1% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling