-73.8%
JBLU vs PAYC
+358.9%
-432.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PAYC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | -0.2% |
| 7D | -5.0% | -5.5% | +0.5% | -3.2% |
| 30D | -23.9% | +3.8% | -27.7% | -25.0% |
| 3M | -11.6% | +65.8% | -77.5% | -26.9% |
| 6M | -0.2% | +68.7% | -68.9% | -19.2% |
| YTD | -3.3% | +38.3% | -41.6% | -16.5% |
| 1Y | -15.4% | -2.4% | -13.0% | -17.4% |
| 3Y | -14.7% | -21.5% | +6.8% | -15.0% |
| 5Y | -70.0% | -52.7% | -17.3% | -65.7% |
| All | -73.8% | +358.9% | -432.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PAYC.
Daily Out/Under-Performance
Portfolio return minus PAYC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PAYC 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 10y: compounded portfolio wealth divided by compounded PAYC 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…
10y analysis · Full analysis span regression · 6 months rolling