+90.4%
JEPQ vs PCG
+18.3%
+72.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.7% | -0.6% |
| 7D | +1.4% | +5.4% | -4.0% | +0.6% |
| 30D | +1.3% | -15.1% | +16.5% | +3.4% |
| 3M | +3.8% | -9.8% | +13.7% | +4.7% |
| 6M | +12.2% | -18.0% | +30.2% | +15.0% |
| YTD | +11.6% | -7.2% | +18.8% | +11.4% |
| 1Y | +19.9% | +2.9% | +17.0% | +16.7% |
| 3Y | +71.9% | -11.1% | +83.0% | +70.0% |
| All | +90.4% | +18.3% | +72.2% | +68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling