-8.1%
PEP vs JEPQ
+94.3%
-102.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -0.7% |
| 7D | -1.4% | +0.7% | -2.1% | -1.5% |
| 30D | +0.2% | +2.0% | -1.8% | -0.1% |
| 3M | -1.1% | +2.0% | -3.1% | -1.5% |
| 6M | -13.5% | +10.4% | -23.9% | -15.1% |
| YTD | -1.2% | +11.6% | -12.8% | -3.4% |
| 1Y | -1.6% | +20.7% | -22.3% | -5.6% |
| 3Y | -12.5% | +70.8% | -83.3% | -27.1% |
| All | -8.1% | +94.3% | -102.4% | -27.1% |
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