+90.5%
JEPQ vs PCAR
+157.0%
-66.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | +2.0% | -6.2% | +8.2% | +3.9% |
| 3M | +2.0% | +5.9% | -3.9% | +0.1% |
| 6M | +10.4% | +0.4% | +10.0% | +9.7% |
| YTD | +11.6% | +14.8% | -3.2% | +6.4% |
| 1Y | +20.7% | +30.1% | -9.4% | +10.4% |
| 3Y | +70.8% | +66.7% | +4.2% | +37.9% |
| All | +90.5% | +157.0% | -66.5% | +21.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling