-18.6%
JBLU vs PNR
-33.6%
+15.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.1% | +1.2% | +0.1% |
| 7D | +14.4% | +6.0% | +8.5% | +10.7% |
| 30D | -13.4% | +32.4% | -45.8% | -26.0% |
| 3M | -45.1% | +1.6% | -46.7% | -46.2% |
| 6M | -27.9% | -9.5% | -18.4% | -26.6% |
| YTD | -23.3% | -32.0% | +8.7% | -15.1% |
| 1Y | -18.6% | -34.4% | +15.8% | -5.7% |
| All | -18.6% | -33.6% | +15.0% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 PNR 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