-73.8%
JBLU vs PEGA
+184.6%
-258.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.5% | -1.2% | -0.2% |
| 7D | -5.0% | -3.0% | -2.0% | -4.1% |
| 30D | -23.9% | +15.9% | -39.8% | -27.6% |
| 3M | -11.6% | +10.8% | -22.5% | -15.5% |
| 6M | -0.2% | -16.5% | +16.3% | +3.8% |
| YTD | -3.3% | -39.0% | +35.7% | +9.7% |
| 1Y | -15.4% | -37.3% | +21.9% | -5.6% |
| 3Y | -14.7% | +59.2% | -73.9% | -36.2% |
| 5Y | -70.0% | -44.9% | -25.2% | -69.0% |
| All | -73.8% | +184.6% | -258.4% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PEGA.
Daily Out/Under-Performance
Portfolio return minus PEGA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEGA 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 PEGA 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