+74.5%
JEPQ vs PPL
+47.1%
+27.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.7% | +1.3% |
| 7D | -5.6% | +0.4% | -6.0% | -5.7% |
| 30D | -11.3% | +5.4% | -16.8% | -12.2% |
| 3M | -6.5% | +4.3% | -10.8% | -7.3% |
| 6M | -3.6% | -1.3% | -2.2% | -3.5% |
| YTD | +2.2% | +4.7% | -2.4% | +0.8% |
| 1Y | +4.8% | +1.3% | +3.5% | +4.1% |
| 3Y | +56.3% | +57.2% | -0.9% | +34.3% |
| All | +74.5% | +47.1% | +27.4% | +54.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling