-70.7%
JBLU vs PBR
+552.2%
-622.9%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.1% | +0.3% |
| 7D | -5.0% | +5.4% | -10.3% | -5.6% |
| 30D | -23.9% | +22.9% | -46.7% | -26.1% |
| 3M | -11.6% | +19.6% | -31.3% | -14.2% |
| 6M | -0.2% | +16.5% | -16.7% | -4.0% |
| YTD | -3.3% | +86.7% | -90.0% | -17.1% |
| 1Y | -15.4% | +74.7% | -90.1% | -26.5% |
| 3Y | -14.7% | +102.6% | -117.3% | -29.0% |
| All | -70.7% | +552.2% | -622.9% | -82.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling