-76.4%
JBLU vs PCOR
-30.9%
-45.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.9% |
| 7D | -3.5% | -9.0% | +5.4% | -0.4% |
| 30D | -27.2% | +4.2% | -31.4% | -28.6% |
| 3M | -4.3% | +14.4% | -18.8% | -9.7% |
| 6M | -8.3% | +0.2% | -8.5% | -11.1% |
| YTD | +1.8% | -20.3% | +22.0% | +6.4% |
| 1Y | -9.0% | -16.1% | +7.1% | -7.2% |
| 3Y | -21.9% | -14.7% | -7.2% | -23.5% |
| 5Y | -69.0% | -43.2% | -25.9% | -71.3% |
| All | -76.4% | -30.9% | -45.4% | -78.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling