+84.1%
JEPQ vs PWR
+410.5%
-326.4%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | +5.7% | +19.1% | -13.4% | +1.1% |
| 30D | -5.9% | -12.0% | +6.1% | -3.5% |
| 3M | -2.5% | -10.6% | +8.1% | -0.7% |
| 6M | +1.3% | -20.8% | +22.1% | +5.7% |
| YTD | +7.8% | +43.7% | -35.9% | -5.3% |
| 1Y | +8.8% | +35.0% | -26.2% | -2.9% |
| 3Y | +62.3% | +249.4% | -187.2% | +5.5% |
| All | +84.1% | +410.5% | -326.4% | +0.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling