+19.6%
JEPQ vs PPL
+1.7%
+17.9%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.4% | +1.8% | -0.3% | +1.6% |
| 30D | +1.3% | -1.1% | +2.4% | +1.3% |
| 3M | +3.8% | 0.0% | +3.8% | +3.8% |
| 6M | +12.2% | -7.6% | +19.8% | +12.2% |
| YTD | +11.6% | +1.7% | +9.8% | +11.8% |
| All | +19.6% | +1.7% | +17.9% | +20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling