-19.0%
PYPL vs JEPQ
+21.4%
-40.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.6% | -3.5% |
| 7D | +2.4% | +0.7% | +1.7% | +2.0% |
| 30D | -5.1% | +2.0% | -7.1% | -6.3% |
| 3M | +28.6% | +2.0% | +26.6% | +27.0% |
| 6M | +17.9% | +10.4% | +7.5% | +6.6% |
| YTD | -5.3% | +11.6% | -16.9% | -14.6% |
| 1Y | -19.0% | +20.7% | -39.7% | -33.3% |
| All | -19.0% | +21.4% | -40.4% | -33.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling