+68.9%
JEPQ vs PBF
+56.6%
+12.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -0.8% |
| 7D | -0.7% | +2.3% | -3.0% | -0.8% |
| 30D | +0.6% | +11.6% | -11.0% | -0.1% |
| 3M | +5.8% | +81.7% | -75.9% | +2.4% |
| 6M | +9.7% | +96.4% | -86.8% | +5.0% |
| YTD | +10.5% | +189.5% | -178.9% | +2.1% |
| 1Y | +18.4% | +180.7% | -162.3% | +9.1% |
| All | +68.9% | +56.6% | +12.3% | +50.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling