-73.8%
JBLU vs PNR
+66.2%
-139.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -5.0% | -6.0% | +1.1% | 0.0% |
| 30D | -23.9% | -14.0% | -9.9% | -13.9% |
| 3M | -11.6% | -21.7% | +10.0% | +5.7% |
| 6M | -0.2% | -37.3% | +37.0% | +43.3% |
| YTD | -3.3% | -45.1% | +41.8% | +53.4% |
| 1Y | -15.4% | -49.1% | +33.7% | +43.4% |
| 3Y | -14.7% | -14.8% | +0.1% | -4.6% |
| 5Y | -70.0% | -21.0% | -49.0% | -65.3% |
| All | -73.8% | +66.2% | -139.9% | -85.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling