-12.7%
JBLU vs PPG
+38.5%
-51.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +5.0% | +7.0% | +6.0% |
| 7D | +24.9% | +7.5% | +17.5% | +15.3% |
| 30D | -12.3% | +20.9% | -33.2% | -29.4% |
| 3M | -44.5% | +8.7% | -53.2% | -49.4% |
| 6M | -25.7% | +23.8% | -49.5% | -41.3% |
| YTD | -21.8% | +26.5% | -48.3% | -38.9% |
| 1Y | -12.7% | +37.6% | -50.3% | -37.9% |
| All | -12.7% | +38.5% | -51.2% | -37.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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