+9.5%
JEPQ vs PLUG
-58.9%
+68.4%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -10.5% | +9.4% | -0.2% |
| 7D | +3.4% | -23.4% | +26.9% | +5.6% |
| 30D | -5.6% | -23.4% | +17.8% | -3.6% |
| 3M | -4.2% | -51.7% | +47.6% | +0.9% |
| 6M | -0.2% | -72.0% | +71.8% | +7.5% |
| YTD | +6.7% | -43.7% | +50.4% | +10.8% |
| 1Y | +9.5% | -55.4% | +64.9% | +14.3% |
| All | +9.5% | -58.9% | +68.4% | +14.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling