-12.7%
JBLU vs PNC
+32.8%
-45.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | +1.8% | +10.2% | +9.8% |
| 7D | +24.9% | +2.3% | +22.6% | +22.3% |
| 30D | -12.3% | +7.0% | -19.3% | -18.4% |
| 3M | -44.5% | -7.3% | -37.2% | -39.2% |
| 6M | -25.7% | +8.9% | -34.6% | -32.7% |
| YTD | -21.8% | +15.5% | -37.3% | -32.9% |
| 1Y | -12.7% | +31.8% | -44.5% | -33.7% |
| All | -12.7% | +32.8% | -45.5% | -33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNC.
Daily Out/Under-Performance
Portfolio return minus PNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNC 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 1y: compounded portfolio wealth divided by compounded PNC 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…
1y analysis · Full analysis span regression · 6 months rolling