+90.5%
JEPQ vs PTC
+23.0%
+67.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.0% | +6.3% | +1.9% |
| 7D | +0.7% | -10.3% | +10.9% | +3.5% |
| 30D | +2.0% | +1.1% | +0.8% | +1.3% |
| 3M | +2.0% | +1.6% | +0.4% | +0.8% |
| 6M | +10.4% | -13.5% | +23.9% | +14.7% |
| YTD | +11.6% | -19.1% | +30.7% | +18.4% |
| 1Y | +20.7% | -33.9% | +54.6% | +37.3% |
| 3Y | +70.8% | -3.9% | +74.7% | +59.9% |
| All | +90.5% | +23.0% | +67.5% | +58.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling