+90.4%
JEPQ vs PEG
+24.3%
+66.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.8% | -0.2% |
| 7D | +1.4% | +1.0% | +0.4% | +1.2% |
| 30D | +1.3% | -1.9% | +3.2% | +1.8% |
| 3M | +3.8% | -3.7% | +7.5% | +4.7% |
| 6M | +12.2% | -9.4% | +21.6% | +14.8% |
| YTD | +11.6% | -6.0% | +17.6% | +12.8% |
| 1Y | +19.9% | -4.4% | +24.2% | +20.3% |
| 3Y | +71.9% | +33.5% | +38.4% | +53.6% |
| All | +90.4% | +24.3% | +66.2% | +78.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling