+84.1%
JEPQ vs PDD
+82.3%
+1.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.6% | -0.1% |
| 7D | +5.7% | -7.6% | +13.4% | +6.5% |
| 30D | -5.9% | -5.4% | -0.5% | -5.5% |
| 3M | -2.5% | -12.9% | +10.5% | -1.4% |
| 6M | +1.3% | -19.0% | +20.3% | +2.9% |
| YTD | +7.8% | -31.6% | +39.5% | +11.2% |
| 1Y | +8.8% | -43.0% | +51.8% | +14.0% |
| 3Y | +62.3% | -28.9% | +91.2% | +62.6% |
| All | +84.1% | +82.3% | +1.8% | +56.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling