+3.2%
PEP vs JBLU
-70.1%
+73.4%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.1% | +1.8% | -1.1% |
| 7D | -1.7% | -5.6% | +3.9% | -1.4% |
| 30D | +0.3% | -22.3% | +22.6% | +1.4% |
| 3M | -3.2% | -11.0% | +7.7% | -2.9% |
| 6M | -13.6% | -3.1% | -10.5% | -13.9% |
| YTD | -1.9% | -3.7% | +1.9% | -2.3% |
| 1Y | -0.6% | -14.8% | +14.2% | -0.7% |
| 3Y | -13.6% | -15.4% | +1.9% | -15.5% |
| 5Y | +3.2% | -71.4% | +74.6% | +5.5% |
| All | +3.2% | -70.1% | +73.4% | +5.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling