-21.3%
JBLU vs PBF
+318.7%
-340.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | -4.8% | +2.3% | -7.1% | -5.2% |
| 30D | -24.4% | +11.6% | -36.0% | -26.4% |
| 3M | -4.8% | +81.7% | -86.5% | -17.4% |
| 6M | -0.5% | +96.4% | -96.9% | -17.5% |
| YTD | -3.5% | +189.5% | -193.0% | -28.2% |
| 1Y | -13.6% | +180.7% | -194.3% | -36.2% |
| 3Y | -15.3% | +56.6% | -71.9% | -31.5% |
| 5Y | -70.1% | +802.0% | -872.1% | -85.7% |
| 10Y | -72.9% | +365.7% | -438.6% | -88.1% |
| All | -21.3% | +318.7% | -340.1% | -67.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling