-3.6%
JEPQ vs PENG
+11.1%
-14.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.4% | -11.2% | -0.3% |
| 7D | -5.6% | -19.4% | +13.8% | -3.7% |
| 30D | -11.3% | -42.4% | +31.1% | -6.8% |
| 3M | -6.5% | -25.6% | +19.1% | -4.7% |
| 6M | -3.6% | +7.3% | -10.9% | -2.7% |
| All | -3.6% | +11.1% | -14.7% | -2.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling