-24.3%
PFE vs JEPQ
+85.8%
-110.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.5% |
| 7D | -1.7% | +3.4% | -5.1% | -2.7% |
| 30D | +0.3% | -5.6% | +6.0% | +1.9% |
| 3M | +9.4% | -4.2% | +13.5% | +10.5% |
| 6M | +14.9% | -0.2% | +15.1% | +14.3% |
| YTD | +23.8% | +6.7% | +17.1% | +20.2% |
| 1Y | +19.5% | +9.5% | +10.1% | +15.0% |
| 3Y | +21.0% | +60.5% | -39.5% | -1.3% |
| All | -24.3% | +85.8% | -110.1% | -43.5% |
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 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