-80.3%
JBLU vs PENG
+752.7%
-833.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +5.2% | -5.0% | -0.9% |
| 7D | -5.0% | -1.2% | -3.8% | -4.8% |
| 30D | -23.9% | -12.9% | -11.0% | -21.8% |
| 3M | -11.6% | -20.5% | +8.8% | -10.4% |
| 6M | -0.2% | +176.8% | -177.1% | -26.4% |
| YTD | -3.3% | +161.6% | -164.9% | -28.1% |
| 1Y | -15.4% | +95.6% | -111.0% | -33.3% |
| 3Y | -14.7% | +111.9% | -126.7% | -39.7% |
| 5Y | -70.0% | +111.4% | -181.4% | -79.4% |
| All | -80.3% | +752.7% | -833.0% | -88.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling