+90.2%
JEPQ vs PH
+262.4%
-172.2%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +1.1% | 0.0% | +1.1% | +1.1% |
| 30D | +1.3% | -10.3% | +11.6% | +5.2% |
| 3M | +4.7% | +5.1% | -0.4% | +2.5% |
| 6M | +10.6% | +2.3% | +8.3% | +8.9% |
| YTD | +11.4% | +8.7% | +2.7% | +7.0% |
| 1Y | +19.4% | +26.8% | -7.3% | +7.8% |
| 3Y | +71.7% | +139.2% | -67.5% | +19.0% |
| All | +90.2% | +262.4% | -172.2% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 5y: compounded portfolio wealth divided by compounded PH 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…
5y analysis · Full analysis span regression · 6 months rolling