+258.6%
PANW vs JEPQ
+94.0%
+164.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +0.8% | -3.1% | -3.3% |
| 7D | -0.8% | -0.2% | -0.6% | -0.6% |
| 30D | -14.6% | +0.8% | -15.3% | -15.3% |
| 3M | +18.3% | +4.0% | +14.3% | +12.9% |
| 6M | +100.5% | +10.4% | +90.1% | +77.5% |
| YTD | +79.5% | +11.4% | +68.1% | +56.8% |
| 1Y | +66.7% | +18.9% | +47.8% | +34.3% |
| 3Y | +161.2% | +70.3% | +91.0% | +33.4% |
| All | +258.6% | +94.0% | +164.6% | +66.0% |
Cumulative growth
Daily Returns
Daily percentage return beside JEPQ.
Daily Out/Under-Performance
Portfolio return minus JEPQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JEPQ 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 JEPQ 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