+90.4%
JEPQ vs PBF
+177.3%
-86.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.3% | -3.3% | -0.2% |
| 7D | +1.4% | +2.4% | -0.9% | +1.3% |
| 30D | +1.3% | +24.9% | -23.5% | -0.1% |
| 3M | +3.8% | +81.9% | -78.0% | -0.1% |
| 6M | +12.2% | +79.4% | -67.2% | +7.4% |
| YTD | +11.6% | +188.3% | -176.7% | +2.5% |
| 1Y | +19.9% | +177.3% | -157.4% | +10.0% |
| 3Y | +71.9% | +56.0% | +15.9% | +58.9% |
| All | +90.4% | +177.3% | -86.9% | +61.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling