+8.4%
JEPQ vs PDD
-38.2%
+46.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.5% | -1.6% | +0.7% |
| 7D | -4.9% | +6.0% | -11.0% | -5.5% |
| 30D | -6.7% | +5.5% | -12.1% | -7.2% |
| 3M | -3.0% | -9.8% | +6.7% | -1.9% |
| 6M | +1.4% | -16.0% | +17.4% | +4.3% |
| YTD | +6.5% | -27.6% | +34.0% | +12.7% |
| 1Y | +8.4% | -38.6% | +47.0% | +20.0% |
| All | +8.4% | -38.2% | +46.6% | +20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 1y: compounded portfolio wealth divided by compounded PDD 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…
1y analysis · Full analysis span regression · 6 months rolling