+88.7%
JEPQ vs PNC
+68.8%
+19.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.8% | -1.1% |
| 7D | -0.7% | -0.9% | +0.2% | -0.4% |
| 30D | +0.6% | -4.4% | +5.0% | +1.8% |
| 3M | +5.8% | +5.3% | +0.5% | +4.1% |
| 6M | +9.7% | +19.6% | -9.9% | +3.7% |
| YTD | +10.5% | +19.1% | -8.6% | +4.4% |
| 1Y | +18.4% | +24.3% | -5.9% | +10.2% |
| 3Y | +70.3% | +132.2% | -61.9% | +29.4% |
| All | +88.7% | +68.8% | +19.9% | +65.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 PNC 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