+90.5%
JEPQ vs PAAS
+122.3%
-31.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.6% |
| 7D | +0.7% | -2.9% | +3.6% | +1.0% |
| 30D | +2.0% | +6.8% | -4.8% | +1.0% |
| 3M | +2.0% | -2.9% | +4.9% | +1.9% |
| 6M | +10.4% | -16.4% | +26.8% | +11.7% |
| YTD | +11.6% | 0.0% | +11.6% | +10.0% |
| 1Y | +20.7% | +54.3% | -33.6% | +12.1% |
| 3Y | +70.8% | +230.7% | -159.9% | +40.8% |
| All | +90.5% | +122.3% | -31.8% | +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 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