+88.7%
JEPQ vs PPG
-13.0%
+101.6%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.2% |
| 7D | -0.7% | -5.1% | +4.5% | +0.9% |
| 30D | +0.6% | -9.6% | +10.1% | +3.6% |
| 3M | +5.8% | -6.4% | +12.2% | +7.5% |
| 6M | +9.7% | +0.5% | +9.1% | +8.3% |
| YTD | +10.5% | +4.4% | +6.1% | +7.1% |
| 1Y | +18.4% | -0.9% | +19.3% | +16.6% |
| 3Y | +70.3% | -17.0% | +87.3% | +74.3% |
| All | +88.7% | -13.0% | +101.6% | +89.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling