+82.2%
JEPQ vs PLUG
-94.9%
+177.0%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.4% | -0.4% |
| 7D | +3.4% | -23.4% | +26.9% | +5.0% |
| 30D | -5.6% | -23.4% | +17.8% | -4.2% |
| 3M | -4.2% | -51.7% | +47.6% | -0.2% |
| 6M | -0.2% | -72.0% | +71.8% | +6.9% |
| YTD | +6.7% | -43.7% | +50.4% | +8.9% |
| 1Y | +9.5% | -55.4% | +64.9% | +13.0% |
| 3Y | +60.5% | -68.0% | +128.5% | +57.3% |
| All | +82.2% | -94.9% | +177.0% | +117.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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