+418.5%
PEP vs JBLU
-59.3%
+477.8%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.4% | +3.0% | +0.8% |
| 7D | +0.1% | +1.1% | -1.0% | 0.0% |
| 30D | +0.7% | -25.5% | +26.2% | +3.0% |
| 3M | -0.5% | -5.0% | +4.5% | -0.5% |
| 6M | -11.3% | +0.7% | -12.0% | -12.2% |
| YTD | -0.6% | -0.7% | +0.1% | -1.9% |
| 1Y | +1.7% | -12.7% | +14.4% | +1.2% |
| 3Y | -12.5% | -12.7% | +0.3% | -16.7% |
| 5Y | +3.9% | -69.3% | +73.2% | +6.5% |
| 10Y | +76.6% | -73.0% | +149.6% | +73.8% |
| All | +418.5% | -59.3% | +477.8% | +316.6% |
Cumulative growth
Daily Returns
Daily percentage return beside JBLU.
Daily Out/Under-Performance
Portfolio return minus JBLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBLU 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded JBLU 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling