-70.7%
JBLU vs PFGC
+110.3%
-181.0%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.7% | +0.5% |
| 7D | -5.0% | -4.8% | -0.2% | -1.8% |
| 30D | -23.9% | -12.5% | -11.3% | -16.7% |
| 3M | -11.6% | -9.7% | -1.9% | -6.0% |
| 6M | -0.2% | +7.0% | -7.2% | -5.3% |
| YTD | -3.3% | +4.5% | -7.8% | -8.1% |
| 1Y | -15.4% | -11.6% | -3.8% | -9.8% |
| 3Y | -14.7% | +58.5% | -73.2% | -39.5% |
| All | -70.7% | +110.3% | -181.0% | -83.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFGC.
Daily Out/Under-Performance
Portfolio return minus PFGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFGC 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 PFGC 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