+82.2%
JEPQ vs PCG
+6.2%
+76.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.2% | -3.2% | -1.4% |
| 7D | +3.4% | +2.2% | +1.2% | +3.1% |
| 30D | -5.6% | +0.8% | -6.4% | -5.7% |
| 3M | -4.2% | -23.8% | +19.6% | -0.7% |
| 6M | -0.2% | -19.6% | +19.4% | +2.2% |
| YTD | +6.7% | -16.7% | +23.4% | +8.2% |
| 1Y | +9.5% | -19.4% | +28.9% | +11.7% |
| 3Y | +60.5% | -18.3% | +78.8% | +60.1% |
| All | +82.2% | +6.2% | +76.0% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling