+90.4%
JEPQ vs PSA
+6.0%
+84.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | +1.4% | -0.4% | +1.9% | +1.5% |
| 30D | +1.3% | -8.2% | +9.5% | +3.1% |
| 3M | +3.8% | -2.1% | +6.0% | +4.0% |
| 6M | +12.2% | -0.2% | +12.4% | +11.5% |
| YTD | +11.6% | +18.5% | -6.9% | +6.2% |
| 1Y | +19.9% | +6.6% | +13.3% | +17.0% |
| 3Y | +71.9% | +24.5% | +47.4% | +56.6% |
| All | +90.4% | +6.0% | +84.4% | +84.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 all: compounded portfolio wealth divided by compounded PSA 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…
all analysis · Full analysis span regression · 6 months rolling