+19.9%
JEPQ vs PL
+131.1%
-111.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.1% |
| 7D | +1.4% | -7.5% | +9.0% | +1.8% |
| 30D | +1.3% | -25.6% | +26.9% | +3.0% |
| 3M | +3.8% | -45.6% | +49.4% | +6.7% |
| 6M | +12.2% | -29.5% | +41.7% | +13.7% |
| YTD | +11.6% | -9.7% | +21.2% | +11.4% |
| 1Y | +19.9% | +84.4% | -64.5% | +18.4% |
| All | +19.9% | +131.1% | -111.3% | +18.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling