-80.5%
JBLU vs PCOR
-8.1%
-72.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.4% | -4.8% | -5.1% |
| 7D | +9.2% | +2.2% | +7.0% | +8.4% |
| 30D | +13.7% | +37.4% | -23.7% | +1.6% |
| 3M | -34.1% | +33.2% | -67.3% | -41.0% |
| 6M | -19.5% | +60.6% | -80.0% | -33.2% |
| YTD | -16.3% | +6.2% | -22.4% | -21.2% |
| 1Y | -13.4% | -1.1% | -12.3% | -16.3% |
| 3Y | -1.6% | +48.4% | -50.0% | -20.0% |
| 5Y | -74.9% | -13.1% | -61.8% | -79.2% |
| All | -80.5% | -8.1% | -72.5% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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