+70.3%
JEPQ vs PEGA
+49.1%
+21.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | +0.1% |
| 7D | +1.1% | -6.1% | +7.2% | +1.6% |
| 30D | +1.3% | +6.4% | -5.1% | +0.7% |
| 3M | +4.7% | +2.9% | +1.8% | +4.1% |
| 6M | +10.6% | -23.8% | +34.5% | +13.4% |
| YTD | +11.4% | -41.1% | +52.5% | +17.2% |
| 1Y | +19.4% | -38.2% | +57.6% | +24.6% |
| All | +70.3% | +49.1% | +21.2% | +63.3% |
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