+90.2%
JEPQ vs PAYC
-27.6%
+117.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | +0.1% |
| 7D | +1.1% | -8.7% | +9.8% | +2.2% |
| 30D | +1.3% | +1.2% | +0.2% | +1.1% |
| 3M | +4.7% | +58.6% | -53.9% | -2.4% |
| 6M | +10.6% | +56.6% | -46.0% | +3.0% |
| YTD | +11.4% | +36.2% | -24.8% | +5.9% |
| 1Y | +19.4% | -2.2% | +21.6% | +19.8% |
| 3Y | +71.7% | -22.3% | +94.0% | +76.1% |
| All | +90.2% | -27.6% | +117.8% | +95.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling