-8.8%
PEP vs JEPQ
+94.0%
-102.8%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | -1.7% | +1.1% | -2.8% | -1.8% |
| 30D | +0.3% | +1.3% | -1.0% | +0.1% |
| 3M | -3.2% | +4.7% | -7.9% | -4.0% |
| 6M | -13.6% | +10.6% | -24.2% | -15.3% |
| YTD | -1.9% | +11.4% | -13.3% | -4.0% |
| 1Y | -0.6% | +19.4% | -20.0% | -4.5% |
| 3Y | -13.6% | +71.7% | -85.3% | -28.2% |
| All | -8.8% | +94.0% | -102.8% | -27.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling