+48.1%
PPL vs JBLU
-76.9%
+125.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.2% | -5.7% | -0.8% |
| 7D | +0.4% | +28.8% | -28.4% | -1.1% |
| 30D | +5.4% | -7.6% | +13.0% | +5.6% |
| 3M | +4.3% | -40.7% | +45.0% | +7.2% |
| 6M | -1.3% | -27.2% | +25.8% | -0.1% |
| YTD | +4.7% | -19.3% | +24.0% | +4.6% |
| 1Y | +1.3% | -13.6% | +14.9% | +0.6% |
| 3Y | +57.2% | -14.7% | +71.9% | +47.7% |
| All | +48.1% | -76.9% | +125.0% | +59.3% |
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