+20.7%
JEPQ vs PSX
+101.0%
-80.3%
-8.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.3% |
| 7D | +0.7% | +4.5% | -3.9% | +0.9% |
| 30D | +2.0% | +26.6% | -24.6% | +3.2% |
| 3M | +2.0% | +39.3% | -37.3% | +4.0% |
| 6M | +10.4% | +56.8% | -46.4% | +12.6% |
| YTD | +11.6% | +101.8% | -90.2% | +13.1% |
| 1Y | +20.7% | +99.6% | -78.9% | +21.7% |
| All | +20.7% | +101.0% | -80.3% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 1y: compounded portfolio wealth divided by compounded PSX 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…
1y analysis · Full analysis span regression · 6 months rolling