+60.5%
JEPQ vs PL
+536.4%
-475.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.0% |
| 7D | +3.4% | +10.0% | -6.6% | +2.7% |
| 30D | -5.6% | -2.3% | -3.3% | -5.6% |
| 3M | -4.2% | -44.2% | +40.0% | -0.7% |
| 6M | -0.2% | -66.1% | +65.9% | +6.0% |
| YTD | +6.7% | -30.0% | +36.7% | +6.8% |
| 1Y | +9.5% | +21.0% | -11.6% | +5.0% |
| 3Y | +60.5% | +516.5% | -456.0% | +30.4% |
| All | +60.5% | +536.4% | -475.9% | +30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling