+479.1%
PPL vs JBLU
-64.0%
+543.1%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.5% | -1.5% | -0.1% |
| 7D | 0.0% | +25.8% | -25.8% | -2.8% |
| 30D | +4.3% | +4.2% | +0.1% | +3.0% |
| 3M | +2.9% | -29.1% | +32.0% | +6.3% |
| 6M | +1.1% | -21.7% | +22.8% | +2.5% |
| YTD | +4.5% | -12.1% | +16.5% | +3.0% |
| 1Y | +0.1% | -9.3% | +9.4% | -1.9% |
| 3Y | +55.7% | +3.4% | +52.3% | +38.9% |
| 5Y | +47.6% | -74.2% | +121.8% | +55.9% |
| 10Y | +66.8% | -79.2% | +146.0% | +68.4% |
| All | +479.1% | -64.0% | +543.1% | +326.6% |
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