+90.2%
JEPQ vs PFG
+94.4%
-4.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.5% |
| 7D | -0.2% | -0.4% | +0.3% | 0.0% |
| 30D | +0.8% | +2.9% | -2.1% | -0.2% |
| 3M | +4.0% | +6.7% | -2.7% | +1.5% |
| 6M | +10.4% | +33.8% | -23.4% | -0.3% |
| YTD | +11.4% | +35.0% | -23.5% | 0.0% |
| 1Y | +18.9% | +46.4% | -27.5% | +3.5% |
| 3Y | +70.3% | +71.6% | -1.4% | +37.9% |
| All | +90.2% | +94.4% | -4.2% | +47.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 10y: compounded portfolio wealth divided by compounded PFG 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…
10y analysis · Full analysis span regression · 6 months rolling