+415.4%
PEP vs JBLU
-58.4%
+473.7%
-40.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.7% |
| 7D | -1.4% | -3.5% | +2.1% | -1.1% |
| 30D | +0.2% | -27.2% | +27.4% | +2.7% |
| 3M | -1.1% | -4.3% | +3.2% | -1.1% |
| 6M | -13.5% | -8.3% | -5.2% | -13.7% |
| YTD | -1.2% | +1.8% | -2.9% | -2.6% |
| 1Y | -1.6% | -9.0% | +7.5% | -2.4% |
| 3Y | -12.5% | -21.9% | +9.4% | -15.9% |
| 5Y | +3.0% | -69.0% | +72.0% | +5.6% |
| 10Y | +73.9% | -70.8% | +144.7% | +69.9% |
| All | +415.4% | -58.4% | +473.7% | +313.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling