+3.2%
PG vs JEPQ
+94.0%
-90.8%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.8% | +0.8% | +1.5% |
| 7D | -0.8% | -0.2% | -0.6% | -0.8% |
| 30D | +0.8% | +0.8% | 0.0% | +0.7% |
| 3M | -1.3% | +4.0% | -5.3% | -2.1% |
| 6M | -3.8% | +10.4% | -14.2% | -5.7% |
| YTD | +3.6% | +11.4% | -7.8% | +1.3% |
| 1Y | -5.7% | +18.9% | -24.6% | -9.3% |
| 3Y | +1.6% | +70.3% | -68.7% | -14.9% |
| All | +3.2% | +94.0% | -90.8% | -18.3% |
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