+90.5%
JEPQ vs PLUG
-90.0%
+180.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.8% | -2.5% | +0.1% |
| 7D | +0.7% | -0.9% | +1.6% | +0.7% |
| 30D | +2.0% | +3.3% | -1.4% | +1.7% |
| 3M | +2.0% | -39.7% | +41.7% | +4.7% |
| 6M | +10.4% | -12.5% | +22.9% | +10.4% |
| YTD | +11.6% | +10.2% | +1.4% | +9.7% |
| 1Y | +20.7% | +50.7% | -30.0% | +14.9% |
| 3Y | +70.8% | -74.5% | +145.3% | +75.3% |
| All | +90.5% | -90.0% | +180.5% | +118.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling