+79.3%
JEPQ vs PRU
+44.3%
+34.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -0.8% |
| 7D | -1.4% | +3.8% | -5.1% | -2.6% |
| 30D | -8.6% | +9.0% | -17.7% | -11.3% |
| 3M | -4.5% | +2.1% | -6.7% | -5.4% |
| 6M | -1.3% | +25.4% | -26.7% | -9.2% |
| YTD | +5.0% | +13.5% | -8.5% | -0.3% |
| 1Y | +5.9% | +21.3% | -15.5% | -2.0% |
| 3Y | +58.0% | +55.1% | +2.9% | +29.9% |
| All | +79.3% | +44.3% | +34.9% | +60.9% |
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