+90.4%
JEPQ vs PDD
+87.5%
+3.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.0% | +3.0% | +0.2% |
| 7D | +1.4% | -4.1% | +5.6% | +1.8% |
| 30D | +1.3% | -13.1% | +14.4% | +2.6% |
| 3M | +3.8% | -3.5% | +7.3% | +4.0% |
| 6M | +12.2% | -21.8% | +34.0% | +14.4% |
| YTD | +11.6% | -29.7% | +41.2% | +14.9% |
| 1Y | +19.9% | -36.2% | +56.1% | +24.5% |
| 3Y | +71.9% | -16.4% | +88.3% | +69.6% |
| All | +90.4% | +87.5% | +3.0% | +61.6% |
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