+72.1%
JEPQ vs PENG
+108.8%
-36.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.4% | -6.1% | -0.4% |
| 7D | +0.7% | +4.5% | -3.9% | +0.1% |
| 30D | +2.0% | -7.1% | +9.1% | +2.6% |
| 3M | +2.0% | -27.3% | +29.3% | +4.0% |
| 6M | +10.4% | +169.6% | -159.2% | -5.0% |
| YTD | +11.6% | +164.6% | -153.0% | -4.1% |
| 1Y | +20.7% | +109.5% | -88.8% | +6.1% |
| All | +72.1% | +108.8% | -36.7% | +44.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling