+79.3%
JEPQ vs PCG
+6.0%
+73.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.5% |
| 6M | -1.3% | -17.1% | +15.8% | +0.4% |
| YTD | +5.0% | -16.9% | +21.9% | +6.5% |
| 1Y | +5.9% | -19.1% | +24.9% | +7.9% |
| 3Y | +58.0% | -19.4% | +77.5% | +58.2% |
| All | +79.3% | +6.0% | +73.3% | +60.8% |
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