+18.9%
JEPQ vs PFG
+49.5%
-30.6%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | +0.7% |
| 7D | -0.2% | -0.4% | +0.3% | -0.1% |
| 30D | +0.8% | +2.9% | -2.1% | +0.4% |
| 3M | +4.0% | +6.7% | -2.7% | +3.0% |
| 6M | +10.4% | +33.8% | -23.4% | +4.3% |
| YTD | +11.4% | +35.0% | -23.5% | +5.1% |
| 1Y | +18.9% | +46.4% | -27.5% | +11.1% |
| All | +18.9% | +49.5% | -30.6% | +11.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling