+90.4%
JEPQ vs PWR
+438.1%
-347.7%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.4% | -0.6% |
| 7D | +1.4% | +4.5% | -3.1% | +0.3% |
| 30D | +1.3% | -4.9% | +6.2% | +2.5% |
| 3M | +3.8% | -7.9% | +11.7% | +5.4% |
| 6M | +12.2% | +18.3% | -6.2% | +5.5% |
| YTD | +11.6% | +51.5% | -39.9% | -2.4% |
| 1Y | +19.9% | +70.3% | -50.4% | +0.9% |
| 3Y | +71.9% | +210.6% | -138.7% | +17.6% |
| All | +90.4% | +438.1% | -347.7% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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