-69.3%
JBLU vs PCOR
-43.2%
-26.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -3.2% | +0.8% | -1.2% |
| 7D | +1.1% | -6.9% | +8.0% | +3.7% |
| 30D | -25.5% | -1.5% | -24.0% | -25.5% |
| 3M | -5.0% | +18.5% | -23.5% | -11.6% |
| 6M | +0.7% | -4.7% | +5.3% | -0.6% |
| YTD | -0.7% | -22.8% | +22.1% | +5.3% |
| 1Y | -12.7% | -20.7% | +8.0% | -9.0% |
| 3Y | -12.7% | -14.6% | +1.8% | -15.0% |
| 5Y | -69.3% | -40.7% | -28.5% | -71.1% |
| All | -69.3% | -43.2% | -26.1% | -71.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling