+80.2%
JEPQ vs PDD
+89.2%
-9.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -3.0% | +6.3% | +3.5% |
| 7D | -0.2% | -1.4% | +1.2% | -0.2% |
| 30D | -8.2% | -1.0% | -7.1% | -8.1% |
| 3M | -4.1% | -12.3% | +8.1% | -3.1% |
| 6M | -0.8% | -18.5% | +17.7% | +0.8% |
| YTD | +5.5% | -29.0% | +34.6% | +8.5% |
| 1Y | +8.4% | -40.7% | +49.1% | +13.2% |
| 3Y | +60.9% | -25.7% | +86.6% | +60.6% |
| All | +80.2% | +89.2% | -9.1% | +52.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling