-71.4%
JBLU vs PLUG
-91.4%
+20.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PLUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -4.0% | +0.9% | -2.4% |
| 7D | -5.6% | +3.8% | -9.4% | -6.2% |
| 30D | -22.3% | +2.8% | -25.2% | -22.8% |
| 3M | -11.0% | -25.4% | +14.5% | -6.9% |
| 6M | -3.1% | -0.5% | -2.6% | -5.2% |
| YTD | -3.7% | +10.2% | -13.9% | -9.0% |
| 1Y | -14.8% | +53.9% | -68.7% | -27.0% |
| 3Y | -15.4% | -72.7% | +57.3% | -13.6% |
| 5Y | -71.4% | -91.4% | +20.0% | -65.0% |
| All | -71.4% | -91.4% | +20.0% | -65.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PLUG.
Daily Out/Under-Performance
Portfolio return minus PLUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLUG 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 PLUG 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