+90.4%
JEPQ vs PSX
+231.2%
-140.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.6% | -1.6% | -0.3% |
| 7D | +1.4% | +2.8% | -1.4% | +1.0% |
| 30D | +1.3% | +27.8% | -26.4% | -2.2% |
| 3M | +3.8% | +42.0% | -38.2% | -1.4% |
| 6M | +12.2% | +58.1% | -45.9% | +4.3% |
| YTD | +11.6% | +105.0% | -93.5% | -1.1% |
| 1Y | +19.9% | +104.9% | -85.0% | +6.0% |
| 3Y | +71.9% | +134.1% | -62.2% | +44.7% |
| All | +90.4% | +231.2% | -140.8% | +49.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling