+90.2%
JEPQ vs PEG
+22.3%
+67.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -0.2% | -0.9% | +0.7% | +0.1% |
| 30D | +0.8% | -3.7% | +4.5% | +1.7% |
| 3M | +4.0% | -7.3% | +11.2% | +5.8% |
| 6M | +10.4% | -10.5% | +20.9% | +13.3% |
| YTD | +11.4% | -7.5% | +18.9% | +13.1% |
| 1Y | +18.9% | -8.7% | +27.6% | +21.0% |
| 3Y | +70.3% | +31.4% | +38.9% | +52.8% |
| All | +90.2% | +22.3% | +67.9% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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