-67.1%
JBLU vs PFG
+732.8%
-799.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | -0.2% |
| 7D | -4.8% | -3.0% | -1.8% | -3.3% |
| 30D | -24.4% | +2.5% | -26.9% | -25.5% |
| 3M | -4.8% | +6.1% | -10.8% | -7.9% |
| 6M | -0.5% | +31.3% | -31.7% | -13.5% |
| YTD | -3.5% | +33.6% | -37.1% | -16.8% |
| 1Y | -13.6% | +48.5% | -62.1% | -29.8% |
| 3Y | -15.3% | +69.6% | -84.9% | -34.0% |
| 5Y | -70.1% | +111.5% | -181.6% | -78.9% |
| 10Y | -72.9% | +244.2% | -317.1% | -84.7% |
| All | -67.1% | +732.8% | -799.8% | -90.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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