-9.0%
PEP vs JEPQ
+94.0%
-103.0%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.1% | -0.4% |
| 7D | -1.0% | -0.2% | -0.8% | -0.9% |
| 30D | -0.7% | +0.8% | -1.4% | -0.8% |
| 3M | -4.1% | +4.0% | -8.1% | -4.8% |
| 6M | -13.1% | +10.4% | -23.5% | -14.7% |
| YTD | -2.1% | +11.4% | -13.6% | -4.3% |
| 1Y | -1.7% | +18.9% | -20.6% | -5.4% |
| 3Y | -15.1% | +70.3% | -85.4% | -29.2% |
| All | -9.0% | +94.0% | -103.0% | -27.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling