+19.4%
JEPQ vs PENG
+106.3%
-86.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +1.1% | +7.3% | -6.2% | +0.3% |
| 30D | +1.3% | -7.5% | +8.8% | +2.0% |
| 3M | +4.7% | -17.2% | +21.9% | +5.1% |
| 6M | +10.6% | +176.7% | -166.1% | -3.0% |
| YTD | +11.4% | +161.0% | -149.6% | -2.2% |
| 1Y | +19.4% | +108.8% | -89.4% | +4.9% |
| All | +19.4% | +106.3% | -86.9% | +4.9% |
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