+37.7%
PPL vs JBLU
-69.9%
+107.6%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.4% | +2.3% | +0.1% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | -1.1% | -25.5% | +24.5% | +0.6% |
| 3M | 0.0% | -5.0% | +5.1% | 0.0% |
| 6M | -7.6% | +0.7% | -8.3% | -8.3% |
| YTD | +1.7% | -0.7% | +2.4% | +0.7% |
| 1Y | +1.5% | -12.7% | +14.3% | +1.2% |
| 3Y | +55.3% | -12.7% | +68.0% | +47.6% |
| 5Y | +37.7% | -69.3% | +107.0% | +42.3% |
| All | +37.7% | -69.9% | +107.6% | +42.3% |
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