+90.2%
JEPQ vs PFGC
+88.0%
+2.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.9% |
| 7D | -0.2% | -4.8% | +4.6% | +1.1% |
| 30D | +0.8% | -12.5% | +13.3% | +4.2% |
| 3M | +4.0% | -9.7% | +13.7% | +6.2% |
| 6M | +10.4% | +7.0% | +3.4% | +7.3% |
| YTD | +11.4% | +4.5% | +7.0% | +8.4% |
| 1Y | +18.9% | -11.6% | +30.5% | +21.5% |
| 3Y | +70.3% | +58.5% | +11.8% | +42.0% |
| All | +90.2% | +88.0% | +2.2% | +46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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