+58.0%
JEPQ vs PCG
-18.6%
+76.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -8.6% | +0.8% | -9.4% | -8.7% |
| 3M | -4.5% | -22.0% | +17.5% | -2.9% |
| 6M | -1.3% | -17.1% | +15.8% | -0.5% |
| YTD | +5.0% | -16.9% | +21.9% | +5.7% |
| 1Y | +5.9% | -19.1% | +24.9% | +7.0% |
| 3Y | +58.0% | -19.4% | +77.5% | +60.2% |
| All | +58.0% | -18.6% | +76.6% | +60.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PCG.
Daily Out/Under-Performance
Portfolio return minus PCG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCG 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 PCG 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