-24.5%
PFE vs JEPQ
+87.7%
-112.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.0% |
| 7D | -2.1% | +5.7% | -7.8% | -3.7% |
| 30D | +3.1% | -5.9% | +9.0% | +4.8% |
| 3M | +11.2% | -2.5% | +13.7% | +11.7% |
| 6M | +15.0% | +1.3% | +13.8% | +13.9% |
| YTD | +23.5% | +7.8% | +15.7% | +19.6% |
| 1Y | +18.9% | +8.8% | +10.1% | +14.7% |
| 3Y | +18.7% | +62.3% | -43.5% | -3.5% |
| All | -24.5% | +87.7% | -112.2% | -43.8% |
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