+82.2%
JEPQ vs PWR
+407.0%
-324.9%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.4% | -0.9% |
| 7D | +3.4% | +11.3% | -7.9% | +0.6% |
| 30D | -5.6% | -8.9% | +3.3% | -4.1% |
| 3M | -4.2% | -10.5% | +6.3% | -2.5% |
| 6M | -0.2% | -22.2% | +22.0% | +4.7% |
| YTD | +6.7% | +42.7% | -36.0% | -6.1% |
| 1Y | +9.5% | +41.1% | -31.6% | -3.5% |
| 3Y | +60.5% | +242.7% | -182.2% | +5.0% |
| All | +82.2% | +407.0% | -324.9% | -0.4% |
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