-69.3%
JBLU vs PR
+409.5%
-478.7%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.2% | -3.6% | -2.6% |
| 7D | +1.1% | -0.6% | +1.7% | +1.2% |
| 30D | -25.5% | +17.4% | -42.9% | -28.0% |
| 3M | -5.0% | +21.8% | -26.8% | -9.5% |
| 6M | +0.7% | +27.6% | -26.9% | -6.5% |
| YTD | -0.7% | +71.4% | -72.1% | -14.7% |
| 1Y | -12.7% | +78.3% | -91.1% | -26.0% |
| 3Y | -12.7% | +85.5% | -98.2% | -28.2% |
| 5Y | -69.3% | +422.7% | -491.9% | -80.4% |
| All | -69.3% | +409.5% | -478.7% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 5y: compounded portfolio wealth divided by compounded PR 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…
5y analysis · Full analysis span regression · 6 months rolling