+74.5%
JEPQ vs PCAR
+110.2%
-35.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.4% | +3.6% | +1.8% |
| 7D | -5.6% | +0.1% | -5.7% | -5.7% |
| 30D | -11.3% | -4.6% | -6.7% | -10.2% |
| 3M | -6.5% | -22.6% | +16.1% | +0.4% |
| 6M | -3.6% | -12.0% | +8.4% | -0.6% |
| YTD | +2.2% | -6.1% | +8.3% | +3.0% |
| 1Y | +4.8% | +6.3% | -1.6% | +1.5% |
| 3Y | +56.3% | +31.8% | +24.5% | +35.3% |
| All | +74.5% | +110.2% | -35.7% | +17.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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