-14.8%
JBLU vs PCOR
-23.7%
+8.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -3.6% | +0.6% | -2.4% |
| 7D | -5.6% | -9.0% | +3.4% | -4.1% |
| 30D | -22.3% | -7.0% | -15.4% | -21.5% |
| 3M | -11.0% | +18.3% | -29.3% | -14.3% |
| 6M | -3.1% | -7.8% | +4.7% | -4.0% |
| YTD | -3.7% | -25.6% | +21.8% | +1.0% |
| 1Y | -14.8% | -22.7% | +7.9% | -13.1% |
| All | -14.8% | -23.7% | +8.9% | -13.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling