+88.7%
JEPQ vs PTEN
-14.2%
+102.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.8% |
| 7D | -0.7% | +2.8% | -3.4% | -0.9% |
| 30D | +0.6% | +17.6% | -17.0% | -1.2% |
| 3M | +5.8% | +8.2% | -2.4% | +4.5% |
| 6M | +9.7% | +38.1% | -28.5% | +4.8% |
| YTD | +10.5% | +117.3% | -106.7% | -0.2% |
| 1Y | +18.4% | +146.1% | -127.7% | +4.8% |
| 3Y | +70.3% | -3.0% | +73.4% | +62.0% |
| All | +88.7% | -14.2% | +102.9% | +81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PTEN.
Daily Out/Under-Performance
Portfolio return minus PTEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTEN 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 PTEN 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