+71.9%
JEPQ vs PCG
-10.8%
+82.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.3% |
| 7D | +1.4% | +5.4% | -4.0% | +1.0% |
| 30D | +1.3% | -15.1% | +16.5% | +2.5% |
| 3M | +3.8% | -9.8% | +13.7% | +4.3% |
| 6M | +12.2% | -18.0% | +30.2% | +13.9% |
| YTD | +11.6% | -7.2% | +18.8% | +11.5% |
| 1Y | +19.9% | +2.9% | +17.0% | +17.7% |
| 3Y | +71.9% | -11.1% | +83.0% | +69.9% |
| All | +71.9% | -10.8% | +82.7% | +69.9% |
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