+90.2%
JEPQ vs PAYC
-26.5%
+116.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.3% | -0.5% | +0.6% |
| 7D | -0.2% | -5.5% | +5.4% | +0.5% |
| 30D | +0.8% | +3.8% | -3.0% | +0.2% |
| 3M | +4.0% | +65.8% | -61.8% | -3.6% |
| 6M | +10.4% | +68.7% | -58.3% | +1.6% |
| YTD | +11.4% | +38.3% | -26.9% | +5.7% |
| 1Y | +18.9% | -2.4% | +21.3% | +19.4% |
| 3Y | +70.3% | -21.5% | +91.8% | +74.6% |
| All | +90.2% | -26.5% | +116.7% | +94.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 5y: compounded portfolio wealth divided by compounded PAYC 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…
5y analysis · Full analysis span regression · 6 months rolling