+60.5%
JEPQ vs PEGA
+46.3%
+14.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.3% | -1.1% |
| 7D | +3.4% | +0.1% | +3.3% | +3.4% |
| 30D | -5.6% | -4.1% | -1.5% | -5.3% |
| 3M | -4.2% | -2.8% | -1.3% | -4.1% |
| 6M | -0.2% | -0.4% | +0.3% | -0.7% |
| YTD | +6.7% | -45.4% | +52.1% | +12.8% |
| 1Y | +9.5% | -42.6% | +52.1% | +14.9% |
| 3Y | +60.5% | +45.4% | +15.1% | +52.8% |
| All | +60.5% | +46.3% | +14.2% | +52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 3y: compounded portfolio wealth divided by compounded PEGA 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…
3y analysis · Full analysis span regression · 6 months rolling