-73.8%
JBLU vs PBR
+697.0%
-770.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.5% |
| 7D | -5.0% | +5.4% | -10.3% | -6.4% |
| 30D | -23.9% | +22.9% | -46.7% | -28.3% |
| 3M | -11.6% | +19.6% | -31.3% | -16.9% |
| 6M | -0.2% | +16.5% | -16.7% | -6.8% |
| YTD | -3.3% | +86.7% | -90.0% | -22.6% |
| 1Y | -15.4% | +74.7% | -90.1% | -31.1% |
| 3Y | -14.7% | +102.6% | -117.3% | -34.7% |
| 5Y | -70.0% | +566.6% | -636.6% | -85.4% |
| All | -73.8% | +697.0% | -770.7% | -89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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