+82.2%
JEPQ vs PCOR
+42.6%
+39.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.5% | -1.1% |
| 7D | +3.4% | +3.0% | +0.4% | +2.9% |
| 30D | -5.6% | +38.7% | -44.3% | -10.8% |
| 3M | -4.2% | +24.9% | -29.0% | -8.1% |
| 6M | -0.2% | +68.8% | -69.0% | -9.7% |
| YTD | +6.7% | +6.7% | 0.0% | +4.3% |
| 1Y | +9.5% | +3.0% | +6.5% | +7.7% |
| 3Y | +60.5% | +48.6% | +11.9% | +42.0% |
| All | +82.2% | +42.6% | +39.6% | +53.4% |
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