-14.7%
JBLU vs PBF
+59.1%
-73.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.4% | +0.1% |
| 7D | -5.0% | +5.3% | -10.3% | -5.3% |
| 30D | -23.9% | +11.7% | -35.6% | -24.5% |
| 3M | -11.6% | +91.1% | -102.7% | -16.1% |
| 6M | -0.2% | +88.4% | -88.7% | -7.2% |
| YTD | -3.3% | +194.1% | -197.3% | -20.3% |
| 1Y | -15.4% | +180.4% | -195.8% | -30.9% |
| 3Y | -14.7% | +59.3% | -74.0% | -39.1% |
| All | -14.7% | +59.1% | -73.8% | -39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 3y: compounded portfolio wealth divided by compounded PBF 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…
3y analysis · Full analysis span regression · 6 months rolling