+90.2%
JEPQ vs PBF
+182.9%
-92.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.8% | +0.7% |
| 7D | -0.2% | +5.3% | -5.5% | -0.5% |
| 30D | +0.8% | +11.7% | -11.0% | 0.0% |
| 3M | +4.0% | +91.1% | -87.1% | -0.3% |
| 6M | +10.4% | +88.4% | -78.0% | +5.4% |
| YTD | +11.4% | +194.1% | -182.6% | +2.3% |
| 1Y | +18.9% | +180.4% | -161.5% | +9.1% |
| 3Y | +70.3% | +59.3% | +11.0% | +57.2% |
| All | +90.2% | +182.9% | -92.6% | +60.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling