-79.3%
JBLU vs PENG
+762.7%
-842.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +6.4% | -6.0% | -1.0% |
| 7D | -3.5% | +4.5% | -8.1% | -4.5% |
| 30D | -27.2% | -7.1% | -20.1% | -26.2% |
| 3M | -4.3% | -27.3% | +22.9% | -1.4% |
| 6M | -8.3% | +169.6% | -177.9% | -31.9% |
| YTD | +1.8% | +164.6% | -162.9% | -24.5% |
| 1Y | -9.0% | +109.5% | -118.5% | -29.4% |
| 3Y | -21.9% | +98.9% | -120.8% | -43.9% |
| 5Y | -69.0% | +116.3% | -185.3% | -78.8% |
| All | -79.3% | +762.7% | -842.0% | -88.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling