-3.0%
PLD vs JEPQ
+85.8%
-88.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.9% |
| 7D | +1.3% | +3.4% | -2.1% | -1.2% |
| 30D | -1.4% | -5.6% | +4.2% | +2.6% |
| 3M | -8.2% | -4.2% | -4.0% | -5.6% |
| 6M | -8.0% | -0.2% | -7.8% | -9.2% |
| YTD | +3.2% | +6.7% | -3.6% | -4.2% |
| 1Y | +7.0% | +9.5% | -2.4% | -3.0% |
| 3Y | +38.3% | +60.5% | -22.2% | -15.4% |
| All | -3.0% | +85.8% | -88.8% | -48.4% |
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