+90.2%
JEPQ vs PTC
+12.4%
+77.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.3% | +3.2% | +0.7% |
| 7D | +1.1% | -13.6% | +14.6% | +4.8% |
| 30D | +1.3% | -14.7% | +16.0% | +5.3% |
| 3M | +4.7% | -5.9% | +10.6% | +5.4% |
| 6M | +10.6% | -21.1% | +31.7% | +17.7% |
| YTD | +11.4% | -26.0% | +37.4% | +20.9% |
| 1Y | +19.4% | -36.8% | +56.2% | +36.8% |
| 3Y | +71.7% | -10.3% | +82.0% | +62.8% |
| All | +90.2% | +12.4% | +77.8% | +61.5% |
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 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