+90.2%
JEPQ vs PAYX
+4.0%
+86.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAYX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -0.2% | -4.9% | +4.7% | +1.0% |
| 30D | +0.8% | -3.8% | +4.6% | +1.6% |
| 3M | +4.0% | +17.9% | -13.9% | -1.3% |
| 6M | +10.4% | +26.1% | -15.7% | +2.2% |
| YTD | +11.4% | +6.7% | +4.7% | +9.0% |
| 1Y | +18.9% | -10.7% | +29.7% | +24.0% |
| 3Y | +70.3% | +7.0% | +63.3% | +60.8% |
| All | +90.2% | +4.0% | +86.2% | +87.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYX.
Daily Out/Under-Performance
Portfolio return minus PAYX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYX 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 PAYX 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