-12.3%
PYPL vs JEPQ
+70.7%
-83.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | 0.0% |
| 7D | -2.3% | -0.2% | -2.1% | -2.1% |
| 30D | -9.0% | +0.8% | -9.8% | -9.7% |
| 3M | +30.6% | +4.0% | +26.6% | +24.5% |
| 6M | +18.6% | +10.4% | +8.2% | +5.6% |
| YTD | -7.2% | +11.4% | -18.6% | -17.9% |
| 1Y | -19.3% | +18.9% | -38.2% | -33.5% |
| 3Y | -12.3% | +70.3% | -82.6% | -53.3% |
| All | -12.3% | +70.7% | -83.0% | -53.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling