+60.9%
JEPQ vs PRU
+55.2%
+5.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.4% | +0.9% | +2.6% |
| 7D | -0.2% | +3.2% | -3.4% | -1.1% |
| 30D | -8.2% | +7.9% | -16.1% | -10.2% |
| 3M | -4.1% | +1.8% | -5.9% | -4.7% |
| 6M | -0.8% | +24.1% | -24.9% | -7.6% |
| YTD | +5.5% | +12.4% | -6.8% | +1.2% |
| 1Y | +8.4% | +20.9% | -12.5% | +1.2% |
| 3Y | +60.9% | +55.5% | +5.4% | +40.1% |
| All | +60.9% | +55.2% | +5.7% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling