+74.5%
JEPQ vs PR
+207.2%
-132.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.9% | -0.7% | +0.9% |
| 7D | -5.6% | -16.4% | +10.8% | -3.6% |
| 30D | -11.3% | -1.9% | -9.4% | -11.2% |
| 3M | -6.5% | +8.0% | -14.5% | -7.7% |
| 6M | -3.6% | +4.1% | -7.7% | -4.5% |
| YTD | +2.2% | +58.7% | -56.5% | -5.0% |
| 1Y | +4.8% | +75.8% | -71.1% | -4.2% |
| 3Y | +56.3% | +73.2% | -16.9% | +40.7% |
| All | +74.5% | +207.2% | -132.7% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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