-67.0%
JBLU vs PNC
+772.2%
-839.2%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.5% | -0.3% | -0.1% |
| 7D | -5.0% | -0.6% | -4.4% | -4.6% |
| 30D | -23.9% | -4.4% | -19.5% | -21.8% |
| 3M | -11.6% | +5.2% | -16.9% | -14.1% |
| 6M | -0.2% | +20.6% | -20.9% | -10.0% |
| YTD | -3.3% | +19.8% | -23.1% | -12.0% |
| 1Y | -15.4% | +24.4% | -39.8% | -24.6% |
| 3Y | -14.7% | +131.2% | -146.0% | -44.8% |
| 5Y | -70.0% | +53.1% | -123.1% | -75.7% |
| 10Y | -72.9% | +276.8% | -349.6% | -86.0% |
| All | -67.0% | +772.2% | -839.2% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling