+129.2%
PM vs JEPQ
+92.4%
+36.8%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.3% |
| 7D | +1.9% | -0.7% | +2.6% | +2.0% |
| 30D | +1.9% | +0.6% | +1.4% | +1.8% |
| 3M | +4.6% | +5.8% | -1.2% | +3.5% |
| 6M | +11.7% | +9.7% | +2.0% | +9.5% |
| YTD | +20.4% | +10.5% | +9.8% | +17.8% |
| 1Y | +19.0% | +18.4% | +0.6% | +14.5% |
| 3Y | +130.4% | +70.3% | +60.1% | +94.2% |
| All | +129.2% | +92.4% | +36.8% | +77.6% |
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