+90.2%
JEPQ vs PPL
+40.8%
+49.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | +0.2% |
| 7D | +1.1% | 0.0% | +1.0% | +1.1% |
| 30D | +1.3% | -1.3% | +2.6% | +1.5% |
| 3M | +4.7% | -2.6% | +7.3% | +5.0% |
| 6M | +10.6% | -8.4% | +19.0% | +12.4% |
| YTD | +11.4% | +0.2% | +11.2% | +10.8% |
| 1Y | +19.4% | -0.2% | +19.7% | +18.7% |
| 3Y | +71.7% | +52.9% | +18.8% | +47.9% |
| All | +90.2% | +40.8% | +49.4% | +69.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 10y: compounded portfolio wealth divided by compounded PPL 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…
10y analysis · Full analysis span regression · 6 months rolling