-42.0%
PYPL vs JEPQ
+94.2%
-136.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JEPQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +1.7% | +1.4% | +0.3% | 0.0% |
| 30D | -9.7% | +1.3% | -11.1% | -11.2% |
| 3M | +29.2% | +3.8% | +25.4% | +21.9% |
| 6M | +13.9% | +12.2% | +1.7% | -3.2% |
| YTD | -8.1% | +11.6% | -19.7% | -21.0% |
| 1Y | -21.4% | +19.9% | -41.3% | -38.6% |
| 3Y | -11.8% | +71.9% | -83.7% | -59.5% |
| All | -42.0% | +94.2% | -136.2% | -76.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling