-70.8%
JBLU vs PEGA
-45.8%
-25.1%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEGA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.0% | -1.7% | -0.3% |
| 7D | -4.8% | -5.3% | +0.5% | -3.3% |
| 30D | -24.4% | +8.3% | -32.7% | -26.4% |
| 3M | -4.8% | +8.9% | -13.7% | -8.0% |
| 6M | -0.5% | -19.7% | +19.3% | +4.4% |
| YTD | -3.5% | -39.9% | +36.4% | +9.0% |
| 1Y | -13.6% | -36.4% | +22.8% | -4.8% |
| 3Y | -15.3% | +52.8% | -68.1% | -34.4% |
| All | -70.8% | -45.8% | -25.1% | -70.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling