-67.0%
JBLU vs PPG
+588.9%
-655.9%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | -5.0% | -6.2% | +1.3% | +0.3% |
| 30D | -23.9% | -7.9% | -15.9% | -18.3% |
| 3M | -11.6% | -10.2% | -1.4% | -2.9% |
| 6M | -0.2% | +2.7% | -2.9% | -1.4% |
| YTD | -3.3% | +4.9% | -8.2% | -5.5% |
| 1Y | -15.4% | -3.2% | -12.2% | -11.9% |
| 3Y | -14.7% | -17.0% | +2.3% | +3.7% |
| 5Y | -70.0% | -23.3% | -46.7% | -61.7% |
| 10Y | -72.9% | +26.4% | -99.3% | -77.5% |
| All | -67.0% | +588.9% | -655.9% | -93.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling