+88.7%
JEPQ vs PTC
+12.2%
+76.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -0.7% | -14.2% | +13.6% | +3.3% |
| 30D | +0.6% | -14.4% | +15.0% | +4.4% |
| 3M | +5.8% | -4.7% | +10.5% | +6.1% |
| 6M | +9.7% | -19.3% | +29.0% | +15.8% |
| YTD | +10.5% | -26.1% | +36.7% | +20.0% |
| 1Y | +18.4% | -37.1% | +55.5% | +35.8% |
| 3Y | +70.3% | -10.4% | +80.7% | +61.6% |
| All | +88.7% | +12.2% | +76.4% | +60.2% |
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