+90.5%
JEPQ vs PH
+267.4%
-176.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.4% |
| 7D | +0.7% | -3.1% | +3.7% | +1.8% |
| 30D | +2.0% | -3.2% | +5.2% | +2.9% |
| 3M | +2.0% | +10.6% | -8.6% | -2.0% |
| 6M | +10.4% | -2.1% | +12.5% | +10.5% |
| YTD | +11.6% | +10.2% | +1.4% | +6.6% |
| 1Y | +20.7% | +28.2% | -7.5% | +8.5% |
| 3Y | +70.8% | +134.9% | -64.1% | +19.4% |
| All | +90.5% | +267.4% | -176.9% | +8.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling