+82.8%
JEPQ vs PTC
+71.0%
+11.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.2% | +2.2% | +2.0% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -6.6% | +0.9% | -7.5% | -6.7% |
| 3M | -2.6% | +30.4% | -32.9% | -8.7% |
| 6M | +0.5% | +34.4% | -33.9% | -7.0% |
| YTD | +7.1% | +12.6% | -5.5% | +4.8% |
| 1Y | +8.1% | +10.2% | -2.1% | +6.5% |
| 3Y | +61.2% | +29.4% | +31.8% | +41.4% |
| All | +82.8% | +71.0% | +11.8% | +40.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling