+90.4%
JEPQ vs PFGC
+93.7%
-3.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.9% | +1.8% | +0.4% |
| 7D | +1.4% | -2.4% | +3.9% | +2.1% |
| 30D | +1.3% | -15.8% | +17.1% | +5.7% |
| 3M | +3.8% | -0.6% | +4.4% | +3.4% |
| 6M | +12.2% | +10.7% | +1.5% | +8.1% |
| YTD | +11.6% | +7.6% | +3.9% | +7.7% |
| 1Y | +19.9% | -7.8% | +27.7% | +21.1% |
| 3Y | +71.9% | +63.7% | +8.2% | +42.1% |
| All | +90.4% | +93.7% | -3.3% | +45.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling