+82.2%
JEPQ vs PBF
+158.7%
-76.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.4% | +6.5% | -3.1% | +3.0% |
| 30D | -5.6% | -20.0% | +14.4% | -4.5% |
| 3M | -4.2% | -3.3% | -0.8% | -4.3% |
| 6M | -0.2% | +76.8% | -77.0% | -4.1% |
| YTD | +6.7% | +168.9% | -162.2% | -1.8% |
| 1Y | +9.5% | +96.4% | -86.9% | +3.3% |
| 3Y | +60.5% | +77.2% | -16.7% | +46.5% |
| All | +82.2% | +158.7% | -76.5% | +54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling