+60.5%
JEPQ vs PFG
+82.7%
-22.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.2% |
| 7D | +3.4% | +2.4% | +1.0% | +2.7% |
| 30D | -5.6% | +5.9% | -11.5% | -7.1% |
| 3M | -4.2% | -0.4% | -3.7% | -4.2% |
| 6M | -0.2% | +14.8% | -15.0% | -4.9% |
| YTD | +6.7% | +31.9% | -25.2% | -3.3% |
| 1Y | +9.5% | +38.8% | -29.3% | -2.6% |
| 3Y | +60.5% | +82.4% | -21.9% | +34.3% |
| All | +60.5% | +82.7% | -22.1% | +34.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling