+79.3%
JEPQ vs PAAS
+72.7%
+6.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.8% | +5.3% | +0.2% |
| 7D | -1.4% | +4.2% | -5.5% | -1.9% |
| 30D | -8.6% | -13.8% | +5.2% | -7.1% |
| 3M | -4.5% | -22.7% | +18.2% | -1.9% |
| 6M | -1.3% | -32.1% | +30.8% | +2.4% |
| YTD | +5.0% | -22.3% | +27.3% | +6.4% |
| 1Y | +5.9% | +7.7% | -1.8% | +2.8% |
| 3Y | +58.0% | +214.0% | -156.0% | +30.1% |
| All | +79.3% | +72.7% | +6.5% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling