+80.2%
JEPQ vs PENG
+97.8%
-17.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +9.3% | -6.0% | +1.9% |
| 7D | -0.2% | -3.8% | +3.5% | -0.3% |
| 30D | -8.2% | -40.1% | +31.9% | -2.5% |
| 3M | -4.1% | -21.8% | +17.7% | -2.6% |
| 6M | -0.8% | +3.3% | -4.1% | -5.6% |
| YTD | +5.5% | +133.6% | -128.1% | -12.5% |
| 1Y | +8.4% | +110.7% | -102.3% | -8.9% |
| 3Y | +60.9% | +204.3% | -143.4% | +21.4% |
| All | +80.2% | +97.8% | -17.7% | +43.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling