+18.4%
JEPQ vs PINS
-47.9%
+66.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.7% | -3.5% | -0.9% |
| 7D | -0.7% | -9.9% | +9.3% | -0.2% |
| 30D | +0.6% | -20.9% | +21.5% | +1.6% |
| 3M | +5.8% | -13.7% | +19.5% | +6.4% |
| 6M | +9.7% | -3.0% | +12.7% | +9.4% |
| YTD | +10.5% | -27.5% | +38.0% | +11.5% |
| 1Y | +18.4% | -46.8% | +65.2% | +19.5% |
| All | +18.4% | -47.9% | +66.3% | +19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 1y: compounded portfolio wealth divided by compounded PINS 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…
1y analysis · Full analysis span regression · 6 months rolling