+90.5%
JEPQ vs PCG
+14.1%
+76.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.1% |
| 7D | +0.7% | -13.9% | +14.5% | +2.5% |
| 30D | +2.0% | -16.9% | +18.8% | +4.3% |
| 3M | +2.0% | -14.7% | +16.7% | +3.7% |
| 6M | +10.4% | -23.8% | +34.2% | +14.6% |
| YTD | +11.6% | -10.5% | +22.1% | +12.0% |
| 1Y | +20.7% | -5.1% | +25.8% | +19.3% |
| 3Y | +70.8% | -11.6% | +82.4% | +68.2% |
| All | +90.5% | +14.1% | +76.4% | +69.2% |
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 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