+464.5%
PPL vs JBLU
-58.4%
+522.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JBLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.1% |
| 7D | +2.7% | -3.5% | +6.2% | +3.1% |
| 30D | +0.5% | -27.2% | +27.7% | +4.3% |
| 3M | +0.7% | -4.3% | +5.0% | +0.5% |
| 6M | -7.6% | -8.3% | +0.7% | -8.0% |
| YTD | +1.8% | +1.8% | +0.1% | -0.6% |
| 1Y | -0.8% | -9.0% | +8.3% | -2.1% |
| 3Y | +56.9% | -21.9% | +78.8% | +46.8% |
| 5Y | +39.5% | -69.0% | +108.5% | +44.8% |
| 10Y | +55.4% | -70.8% | +126.2% | +51.6% |
| All | +464.5% | -58.4% | +522.9% | +311.9% |
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