-0.7%
PFE vs JEPQ
+70.9%
-71.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | 0.0% | -2.3% | -2.3% |
| 7D | -2.7% | +1.4% | -4.1% | -2.9% |
| 30D | +3.8% | +1.3% | +2.5% | +3.6% |
| 3M | +10.4% | +3.8% | +6.5% | +9.4% |
| 6M | +6.3% | +12.2% | -5.9% | +3.2% |
| YTD | +17.4% | +11.6% | +5.8% | +14.1% |
| 1Y | +21.1% | +19.9% | +1.3% | +15.7% |
| All | -0.7% | +70.9% | -71.6% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling