+90.5%
JEPQ vs PDD
+93.3%
-2.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.4% | +0.2% |
| 7D | +0.7% | -4.1% | +4.7% | +1.1% |
| 30D | +2.0% | -9.6% | +11.6% | +2.9% |
| 3M | +2.0% | -4.3% | +6.3% | +2.3% |
| 6M | +10.4% | -18.8% | +29.2% | +12.2% |
| YTD | +11.6% | -27.5% | +39.1% | +14.6% |
| 1Y | +20.7% | -33.6% | +54.3% | +24.9% |
| 3Y | +70.8% | -20.4% | +91.2% | +69.4% |
| All | +90.5% | +93.3% | -2.8% | +61.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling