-12.7%
JBLU vs PENG
+111.6%
-124.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.2% |
| 7D | +1.1% | +7.8% | -6.7% | -0.3% |
| 30D | -25.5% | -12.2% | -13.3% | -23.8% |
| 3M | -5.0% | -20.6% | +15.6% | -3.9% |
| 6M | +0.7% | +180.9% | -180.3% | -25.8% |
| YTD | -0.7% | +162.3% | -162.9% | -26.1% |
| 1Y | -12.7% | +107.3% | -120.0% | -32.3% |
| 3Y | -12.7% | +110.8% | -123.5% | -37.8% |
| All | -12.7% | +111.6% | -124.4% | -37.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling