+2.7%
PLD vs JEPQ
+94.3%
-91.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.3% | -1.0% | -1.0% |
| 7D | -2.4% | +0.7% | -3.1% | -2.9% |
| 30D | -2.4% | +2.0% | -4.4% | -3.9% |
| 3M | -3.8% | +2.0% | -5.8% | -6.0% |
| 6M | 0.0% | +10.4% | -10.4% | -8.6% |
| YTD | +9.2% | +11.6% | -2.4% | -1.4% |
| 1Y | +25.9% | +20.7% | +5.2% | +5.6% |
| 3Y | +21.3% | +70.8% | -49.5% | -29.2% |
| All | +2.7% | +94.3% | -91.5% | -46.9% |
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