+67.9%
PPL vs JBLU
-80.5%
+148.3%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.5% |
| 7D | -0.4% | +2.5% | -2.8% | -0.7% |
| 30D | +2.6% | +24.9% | -22.3% | -0.6% |
| 3M | +0.8% | -35.2% | +36.0% | +5.2% |
| 6M | +1.4% | -20.0% | +21.4% | +2.5% |
| YTD | +4.3% | -17.4% | +21.7% | +3.5% |
| 1Y | +0.8% | -13.0% | +13.7% | -0.8% |
| 3Y | +57.9% | -5.3% | +63.2% | +39.0% |
| 5Y | +48.3% | -75.2% | +123.5% | +61.5% |
| All | +67.9% | -80.5% | +148.3% | +56.7% |
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