-26.6%
PFE vs JEPQ
+94.3%
-120.8%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.3% |
| 7D | +1.8% | +0.7% | +1.1% | +1.5% |
| 30D | +10.2% | +2.0% | +8.2% | +9.6% |
| 3M | +12.7% | +2.0% | +10.7% | +11.8% |
| 6M | +10.5% | +10.4% | +0.1% | +6.6% |
| YTD | +20.2% | +11.6% | +8.6% | +15.4% |
| 1Y | +24.1% | +20.7% | +3.4% | +15.8% |
| 3Y | -3.6% | +70.8% | -74.4% | -22.8% |
| All | -26.6% | +94.3% | -120.8% | -45.8% |
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