+74.5%
JEPQ vs PLUG
-93.3%
+167.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +7.4% | -6.2% | +0.7% |
| 7D | -5.6% | +5.8% | -11.5% | -6.0% |
| 30D | -11.3% | -18.5% | +7.2% | -10.3% |
| 3M | -6.5% | -30.0% | +23.4% | -4.7% |
| 6M | -3.6% | -56.2% | +52.6% | +0.5% |
| YTD | +2.2% | -26.4% | +28.6% | +2.8% |
| 1Y | +4.8% | -42.2% | +47.0% | +6.5% |
| 3Y | +56.3% | -76.8% | +133.1% | +58.5% |
| All | +74.5% | -93.3% | +167.8% | +104.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling