+142.4%
PM vs JEPQ
+85.8%
+56.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.0% | +2.2% | +1.3% |
| 7D | +0.5% | +3.4% | -2.9% | +0.1% |
| 30D | -3.2% | -5.6% | +2.4% | -2.6% |
| 3M | +6.2% | -4.2% | +10.4% | +6.7% |
| 6M | +7.7% | -0.2% | +7.9% | +7.3% |
| YTD | +27.3% | +6.7% | +20.5% | +25.0% |
| 1Y | +32.8% | +9.5% | +23.3% | +29.6% |
| 3Y | +150.0% | +60.5% | +89.5% | +113.6% |
| All | +142.4% | +85.8% | +56.6% | +88.4% |
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