-65.3%
JBLU vs PAAS
+1,167.2%
-1,232.5%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PAAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +0.6% |
| 7D | -3.5% | -2.9% | -0.6% | -3.3% |
| 30D | -27.2% | +6.8% | -34.0% | -27.7% |
| 3M | -4.3% | -2.9% | -1.5% | -4.4% |
| 6M | -8.3% | -16.4% | +8.1% | -7.2% |
| YTD | +1.8% | 0.0% | +1.7% | +1.1% |
| 1Y | -9.0% | +54.3% | -63.4% | -13.1% |
| 3Y | -21.9% | +230.7% | -252.6% | -30.7% |
| 5Y | -69.0% | +111.6% | -180.6% | -71.9% |
| 10Y | -70.8% | +211.7% | -282.5% | -74.9% |
| All | -65.3% | +1,167.2% | -1,232.5% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PAAS.
Daily Out/Under-Performance
Portfolio return minus PAAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAAS 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 PAAS 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