+3.6%
PLD vs JEPQ
+94.2%
-90.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.9% | +0.9% |
| 7D | -0.9% | +1.4% | -2.3% | -2.0% |
| 30D | -1.2% | +1.3% | -2.5% | -2.2% |
| 3M | -2.3% | +3.8% | -6.1% | -5.8% |
| 6M | +4.5% | +12.2% | -7.7% | -5.8% |
| YTD | +10.1% | +11.6% | -1.4% | -0.6% |
| 1Y | +25.9% | +19.9% | +6.0% | +6.2% |
| 3Y | +24.4% | +71.9% | -47.5% | -27.9% |
| All | +3.6% | +94.2% | -90.6% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling