+57.6%
PPL vs JBLU
-73.6%
+131.2%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.1% | +1.6% | -1.1% |
| 7D | 0.0% | -5.6% | +5.6% | +0.7% |
| 30D | -1.3% | -22.3% | +21.1% | +1.6% |
| 3M | -2.6% | -11.0% | +8.4% | -1.9% |
| 6M | -8.4% | -3.1% | -5.3% | -9.5% |
| YTD | +0.2% | -3.7% | +3.9% | -1.6% |
| 1Y | -0.2% | -14.8% | +14.6% | -0.8% |
| 3Y | +52.9% | -15.4% | +68.4% | +39.3% |
| 5Y | +36.8% | -71.4% | +108.2% | +47.1% |
| 10Y | +57.6% | -73.0% | +130.6% | +46.0% |
| All | +57.6% | -73.6% | +131.2% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling