-41.9%
PYPL vs JEPQ
+92.4%
-134.3%
-61.6%
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% | +3.2% |
| 7D | -5.9% | -0.7% | -5.3% | -5.2% |
| 30D | -9.4% | +0.6% | -10.0% | -10.0% |
| 3M | +31.3% | +5.8% | +25.5% | +20.7% |
| 6M | +19.1% | +9.7% | +9.4% | +4.2% |
| YTD | -7.9% | +10.5% | -18.4% | -20.0% |
| 1Y | -17.9% | +18.4% | -36.3% | -34.9% |
| 3Y | -11.6% | +70.3% | -81.9% | -58.9% |
| All | -41.9% | +92.4% | -134.3% | -76.2% |
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