+8.4%
JEPQ vs PBF
+120.1%
-111.7%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.7% | +7.6% | +0.8% |
| 7D | -4.9% | -0.9% | -4.0% | -4.9% |
| 30D | -6.7% | -13.7% | +7.0% | -6.8% |
| 3M | -3.0% | +10.6% | -13.6% | -2.8% |
| 6M | +1.4% | +61.2% | -59.8% | +2.9% |
| YTD | +6.5% | +172.7% | -166.3% | +6.8% |
| 1Y | +8.4% | +111.0% | -102.6% | +10.9% |
| All | +8.4% | +120.1% | -111.7% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 1y: compounded portfolio wealth divided by compounded PBF 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…
1y analysis · Full analysis span regression · 6 months rolling