-13.6%
JBLU vs PENG
+97.0%
-110.6%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.8% | +5.0% | +1.0% |
| 7D | -4.8% | 0.0% | -4.8% | -4.8% |
| 30D | -24.4% | -15.2% | -9.2% | -22.6% |
| 3M | -4.8% | -16.9% | +12.1% | -5.6% |
| 6M | -0.5% | +161.5% | -162.0% | -33.9% |
| YTD | -3.5% | +148.6% | -152.1% | -35.8% |
| 1Y | -13.6% | +89.6% | -103.2% | -40.8% |
| All | -13.6% | +97.0% | -110.6% | -40.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling