+71.9%
JEPQ vs PTC
-8.0%
+79.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -5.5% | +5.5% | +1.0% |
| 7D | +1.4% | -12.8% | +14.2% | +4.0% |
| 30D | +1.3% | -9.8% | +11.1% | +3.1% |
| 3M | +3.8% | -2.1% | +5.9% | +3.8% |
| 6M | +12.2% | -18.1% | +30.3% | +17.4% |
| YTD | +11.6% | -23.5% | +35.1% | +18.8% |
| 1Y | +19.9% | -37.4% | +57.2% | +35.4% |
| 3Y | +71.9% | -7.2% | +79.1% | +59.4% |
| All | +71.9% | -8.0% | +79.9% | +59.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling