+20.7%
JEPQ vs PENG
+118.5%
-97.8%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.4% |
| 7D | +0.7% | +4.5% | -3.9% | +0.2% |
| 30D | +2.0% | -7.1% | +9.1% | +2.6% |
| 3M | +2.0% | -27.3% | +29.3% | +3.5% |
| 6M | +10.4% | +169.6% | -159.2% | -2.9% |
| YTD | +11.6% | +164.6% | -153.0% | -2.1% |
| 1Y | +20.7% | +109.5% | -88.8% | +6.2% |
| All | +20.7% | +118.5% | -97.8% | +6.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1y: compounded portfolio wealth divided by compounded PENG 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…
1y analysis · Full analysis span regression · 6 months rolling