-83.0%
JBLU vs PFGC
+403.3%
-486.3%
-87.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PFGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.2% | -1.9% | -2.6% |
| 7D | -5.6% | -3.7% | -1.9% | -4.0% |
| 30D | -22.3% | -16.0% | -6.4% | -16.0% |
| 3M | -11.0% | -4.1% | -6.8% | -9.5% |
| 6M | -3.1% | +8.7% | -11.8% | -6.7% |
| YTD | -3.7% | +6.4% | -10.1% | -7.2% |
| 1Y | -14.8% | -8.4% | -6.4% | -12.1% |
| 3Y | -15.4% | +61.8% | -77.2% | -32.1% |
| 5Y | -71.4% | +108.7% | -180.1% | -79.4% |
| 10Y | -73.0% | +298.1% | -371.1% | -84.1% |
| All | -83.0% | +403.3% | -486.3% | -90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling