+90.4%
JEPQ vs PL
+269.5%
-179.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +1.4% | -7.5% | +9.0% | +2.0% |
| 30D | +1.3% | -25.6% | +26.9% | +3.5% |
| 3M | +3.8% | -45.6% | +49.4% | +8.1% |
| 6M | +12.2% | -29.5% | +41.7% | +13.1% |
| YTD | +11.6% | -9.7% | +21.2% | +9.8% |
| 1Y | +19.9% | +84.4% | -64.5% | +10.5% |
| 3Y | +71.9% | +550.0% | -478.1% | +34.0% |
| All | +90.4% | +269.5% | -179.1% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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