-79.8%
JBLU vs PENG
+755.0%
-834.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | +1.1% | +7.8% | -6.7% | -0.6% |
| 30D | -25.5% | -12.2% | -13.3% | -23.5% |
| 3M | -5.0% | -20.6% | +15.6% | -3.6% |
| 6M | +0.7% | +180.9% | -180.3% | -25.9% |
| YTD | -0.7% | +162.3% | -162.9% | -26.2% |
| 1Y | -12.7% | +107.3% | -120.0% | -32.1% |
| 3Y | -12.7% | +110.8% | -123.5% | -38.1% |
| 5Y | -69.3% | +117.8% | -187.1% | -79.0% |
| All | -79.8% | +755.0% | -834.8% | -88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded PENG 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling