-67.1%
JBLU vs PEG
+741.6%
-808.7%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.3% |
| 7D | -4.8% | -0.9% | -3.9% | -4.3% |
| 30D | -24.4% | -2.8% | -21.7% | -23.4% |
| 3M | -4.8% | -6.9% | +2.2% | -1.3% |
| 6M | -0.5% | -11.4% | +10.9% | +5.9% |
| YTD | -3.5% | -7.4% | +3.9% | -0.3% |
| 1Y | -13.6% | -8.3% | -5.3% | -10.3% |
| 3Y | -15.3% | +31.5% | -46.8% | -27.9% |
| 5Y | -70.1% | +38.0% | -108.0% | -75.5% |
| 10Y | -72.9% | +148.3% | -221.2% | -83.5% |
| All | -67.1% | +741.6% | -808.7% | -89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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