-7.6%
PEP vs JEPQ
+94.2%
-101.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.1% |
| 30D | +0.7% | +1.3% | -0.7% | +0.5% |
| 3M | -0.5% | +3.8% | -4.4% | -1.2% |
| 6M | -11.3% | +12.2% | -23.5% | -13.3% |
| YTD | -0.6% | +11.6% | -12.2% | -2.8% |
| 1Y | +1.7% | +19.9% | -18.2% | -2.4% |
| 3Y | -12.5% | +71.9% | -84.4% | -27.3% |
| All | -7.6% | +94.2% | -101.8% | -26.6% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling