+90.2%
JEPQ vs PPG
-12.6%
+102.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.7% |
| 7D | -0.2% | -6.2% | +6.1% | +1.8% |
| 30D | +0.8% | -7.9% | +8.7% | +3.3% |
| 3M | +4.0% | -10.2% | +14.2% | +7.1% |
| 6M | +10.4% | +2.7% | +7.7% | +8.3% |
| YTD | +11.4% | +4.9% | +6.6% | +7.9% |
| 1Y | +18.9% | -3.2% | +22.1% | +18.2% |
| 3Y | +70.3% | -17.0% | +87.3% | +74.4% |
| All | +90.2% | -12.6% | +102.8% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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