+90.4%
JEPQ vs PCOR
+3.2%
+87.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.2% | +3.1% | +0.5% |
| 7D | +1.4% | -6.9% | +8.4% | +2.6% |
| 30D | +1.3% | -1.5% | +2.9% | +1.4% |
| 3M | +3.8% | +18.5% | -14.7% | +0.3% |
| 6M | +12.2% | -4.7% | +16.8% | +11.8% |
| YTD | +11.6% | -22.8% | +34.3% | +15.5% |
| 1Y | +19.9% | -20.7% | +40.6% | +22.8% |
| 3Y | +71.9% | -14.6% | +86.5% | +68.0% |
| All | +90.4% | +3.2% | +87.2% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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