-71.4%
JBLU vs PENG
+116.9%
-188.3%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.5% | -2.6% | -3.0% |
| 7D | -5.6% | +7.3% | -12.9% | -7.3% |
| 30D | -22.3% | -7.5% | -14.9% | -21.0% |
| 3M | -11.0% | -17.2% | +6.3% | -10.6% |
| 6M | -3.1% | +176.7% | -179.8% | -34.1% |
| YTD | -3.7% | +161.0% | -164.8% | -34.0% |
| 1Y | -14.8% | +108.8% | -123.6% | -38.4% |
| 3Y | -15.4% | +109.8% | -125.2% | -46.3% |
| 5Y | -71.4% | +111.7% | -183.1% | -81.4% |
| All | -71.4% | +116.9% | -188.3% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling