+84.1%
JEPQ vs PRU
+43.3%
+40.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.1% |
| 7D | +5.7% | 0.0% | +5.8% | +5.7% |
| 30D | -5.9% | +7.9% | -13.8% | -8.4% |
| 3M | -2.5% | +0.9% | -3.4% | -2.9% |
| 6M | +1.3% | +22.4% | -21.1% | -6.1% |
| YTD | +7.8% | +12.7% | -4.9% | +2.6% |
| 1Y | +8.8% | +19.6% | -10.8% | +1.2% |
| 3Y | +62.3% | +54.0% | +8.3% | +33.7% |
| All | +84.1% | +43.3% | +40.8% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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