+82.2%
JEPQ vs PTC
+70.9%
+11.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +3.4% | +0.5% | +2.9% | +3.3% |
| 30D | -5.6% | +1.2% | -6.8% | -5.8% |
| 3M | -4.2% | +27.4% | -31.5% | -9.6% |
| 6M | -0.2% | +39.2% | -39.4% | -8.6% |
| YTD | +6.7% | +12.5% | -5.8% | +4.5% |
| 1Y | +9.5% | +12.3% | -2.8% | +7.1% |
| 3Y | +60.5% | +28.8% | +31.7% | +41.1% |
| All | +82.2% | +70.9% | +11.3% | +39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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