-2.6%
PEP vs JEPQ
+21.4%
-24.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.2% |
| 30D | -0.8% | +2.0% | -2.8% | 0.0% |
| 3M | -2.2% | +2.0% | -4.2% | -1.0% |
| 6M | -14.4% | +10.4% | -24.8% | -11.6% |
| YTD | -2.2% | +11.6% | -13.8% | +1.1% |
| 1Y | -2.6% | +20.7% | -23.3% | +9.6% |
| All | -2.6% | +21.4% | -24.0% | +9.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling