+71.9%
JEPQ vs PAAS
+247.3%
-175.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | +1.4% | +2.0% | -0.6% | +1.2% |
| 30D | +1.3% | -0.1% | +1.4% | +1.2% |
| 3M | +3.8% | +8.2% | -4.4% | +2.7% |
| 6M | +12.2% | -13.8% | +26.0% | +12.9% |
| YTD | +11.6% | -0.6% | +12.2% | +10.3% |
| 1Y | +19.9% | +44.0% | -24.1% | +13.7% |
| 3Y | +71.9% | +246.6% | -174.7% | +52.4% |
| All | +71.9% | +247.3% | -175.4% | +52.4% |
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